A ONE-TABLE METHOD FOR SAMPLING FROM CONTINUOUS AND DISCRETE-DISTRIBUTIONS

被引：18

作者：

AHRENS, JH

机构：

[1] Mathematisches Seminar Universität Kiel, Kiel, D-24098

来源：

COMPUTING | 1995年 / 54卷 / 02期

关键词：

RANDOM NUMBER GENERATION; TABLE METHOD; ACCEPTANCE-REJECTION;

D O I：

10.1007/BF02238128

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

A practical method for sampling from largely arbitrary distributions F with density functions f(x) or probabilities p(k) (in discrete cases) is developed. The high efficiency of the sampling routine is achieved by means of only one auxiliary table which contains a subdivision of the range of F. Examples of continuous and discrete distributions demonstrate that the procedure is easy to apply and that its speed does not much depend on the particular target distribution F.

引用

页码：127 / 146

页数：20

共 9 条

[1]

Ahrens J. H., 1993, GRAZER MATH BER, V319, P1

[2] COMPUTER METHODS FOR EFFICIENT SAMPLING FROM LARGELY ARBITRARY STATISTICAL DISTRIBUTIONS [J].

AHRENS, JH ;

KOHRT, KD .

COMPUTING, 1981, 26 (01) :19-31

[3] AN ALIAS METHOD FOR SAMPLING FROM THE NORMAL-DISTRIBUTION [J].

AHRENS, JH ;

DIETER, U .

COMPUTING, 1989, 42 (2-3) :159-170

[4] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J].

BOX, GEP ;

MULLER, ME .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :610-611

[5]

Chen H.C., 1974, IISE TRANS, V6, P163, DOI [10.1080/05695557408974949, DOI 10.1080/05695557408974949]

[6]

Devroye L., 1986, NONUNIFORM RANDOM VA

[7]

FISHMAN GS, 1978, PRINCIPLES DISCRETE, pCH8

[8]

VONNEUMAN J, 1951, COLLECT WORKS, V5, P768

[9]

Walker A. J., 1977, ACM Transactions on Mathematical Software, V3, P253, DOI 10.1145/355744.355749

← 1 →