Accession Number:

ADA158152

Title:

Recent Advances in Generating Observations from Discrete Random Variables,

Descriptive Note:

Corporate Author:

PURDUE UNIV LAFAYETTE IN SCHOOL OF INDUSTRIAL ENGINEERING

Personal Author(s):

Report Date:

1983-01-01

Pagination or Media Count:

7.0

Abstract:

The state of the art of random variate generation has changed dramatically in the last ten years. We discuss two new approaches Acceptance complement and 2 aliasing. We compare algorithms based on these ideas, both of which are based on the fundamental idea of probability mixing, with algorithms based on acceptancerejection. The Poisson and binomial distributions are considered. Issues of exactness, speed, memory and ease of use are emphasized. Reprints

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE