The Generation of Poisson Random Deviates.
NAVAL POSTGRADUATE SCHOOL MONTEREY CALIF
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Three approximation methods for generating outcomes on Poisson random variables are discussed. A comparison is made to determine which method requires the least computer execution time and to determine which is the most robust approximation. Results of the comparison study suggest the method to choose for the generating procedure depends on the mean value of Poisson random variable which is being generated. Author
- Statistics and Probability