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A range reduction method for generating discrete random variables

✍ Scribed by Shmerling, Efraim

Book ID
122961921
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
368 KB
Volume
83
Category
Article
ISSN
0167-7152

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An Efficient Method for Generating Discrete Random Variables with General Distributions
✍ Walker, Alastair J. πŸ“‚ Article πŸ“… 1977 πŸ› Association for Computing Machinery 🌐 English βš– 200 KB

The fast generation of discrete random variables with arbitrary frequency distributions is discussed. The proposed method is related to rejection techniques but differs from them in that all samples comprising the input data contribute to the samples in the target distribution. The software implemen