A range reduction method for generating discrete random variables

被引：3

作者：

Shmerling, Efraim ^{[1
]}

机构：

[1] Ariel Univ, Ctr Samaria, IL-44837 Ariel, Israel

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 04期

关键词：

Random number generation; Discrete distribution; Probability generating function; Algorithm; Geometric distribution of order r; ALIAS METHOD;

D O I：

10.1016/j.spl.2013.01.002

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：

A new general method for generating discrete random variables is presented. The method is based on reducing the problem of generating a discrete random variable with an extremely large range to that of generating a random variable with a small range consisting of a few possible values (i.e. range reduction). The validity of the method presented is proved, and its performance is examined and compared to the performance of previously developed general methods. A random number generator for geometric variables of order r based on the range reduction method is given as an illustration of its advantages. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：1094 / 1099

页数：6

共 50 条

[41] A FAST PROCEDURE FOR GENERATING EXPONENTIAL RANDOM VARIABLES
MACLAREN, MD
MARSAGLIA, G
BRAY, TA
COMMUNICATIONS OF THE ACM, 1964, 7 (05) : 298 - 301
[42] A FAST PROCEDURE FOR GENERATING NORMAL RANDOM VARIABLES
MARSAGLIA, G
MACLAREN, MD
BRAY, TA
COMMUNICATIONS OF THE ACM, 1964, 7 (01) : 4 - 10
[43] Discrete random variables over domains
Mislove, MW
AUTOMATA, LANGUAGES AND PROGRAMMING, PROCEEDINGS, 2005, 3580 : 1006 - 1017
[44] Manipulation of Discrete Random Variables with discreteRV
Hare, Eric
Buja, Andreas
Hofmann, Heike
R JOURNAL, 2015, 7 (01): : 185 - 194
[45] Stochastic orderings for discrete random variables
Giovagnoli, A.
Wynn, H. P.
STATISTICS & PROBABILITY LETTERS, 2008, 78 (16) : 2827 - 2835
[46] A CLASS OF RANDOM VARIABLES WITH DISCRETE DISTRIBUTIONS
NOACK, A
ANNALS OF MATHEMATICAL STATISTICS, 1950, 21 (01): : 127 - 132
[47] On the exact convolution of discrete random variables
Woodward, JA
Palmer, CGS
APPLIED MATHEMATICS AND COMPUTATION, 1997, 83 (01) : 69 - 77
[48] Discrete random variables over domains
Mislove, Michael
THEORETICAL COMPUTER SCIENCE, 2007, 380 (1-2) : 181 - 198
[49] Asymptotics of Maxima of Discrete Random Variables
Saralees Nadarajah
Kosto Mitov
Extremes, 2002, 5 (3) : 287 - 294
[50] Entropy and Thinning of Discrete Random Variables
Johnson, Oliver
CONVEXITY AND CONCENTRATION, 2017, 161 : 33 - 53

← 1 2 3 4 5 →