A TRIPTYCH OF DISCRETE-DISTRIBUTIONS RELATED TO THE STABLE LAW

被引:55
|
作者
DEVROYE, L [1 ]
机构
[1] MCGILL UNIV,SCH COMP SCI,MONTREAL H3A 2A7,QUEBEC,CANADA
关键词
DISCRETE STABLE DISTRIBUTION; RANDOM VARIATE GENERATION; DISTRIBUTION THEORY; LINNIK DISTRIBUTION;
D O I
10.1016/0167-7152(93)90027-G
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We derive useful distributional representations for three discrete laws: the discrete stable distribution of Steutel and Van Harn, the discrete Linnik distribution introduced by Pakes, and a distribution of Sibuya. These representations may be used to obtain simple uniformly fast random variate generators.
引用
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页码:349 / 351
页数:3
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