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Abstract
n accurate acceptance-rejection algorithm is devised and tested. The procedure requires an average of less than 3 uniform deviates whenever the standard deviation σ of the distribution is at least 4, and this number decreases monotonically to 2.63 as σ→∞. Variable parameters are permitted, and no subroutines for sampling from other statistical distributions are needed.
Original language | English |
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Pages (from-to) | 193-208 |
Journal | Computing <Wien> |
Volume | 25 |
Issue number | 3 |
DOIs | |
Publication status | Published - 1980 |
Treatment code (Nähere Zuordnung)
- Basic - Fundamental (Grundlagenforschung)
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Dive into the research topics of 'Sampling from binomial and Poisson distributions: a method with bounded computation times'. Together they form a unique fingerprint.Projects
- 1 Finished