The ratio of uniforms approach for generating discrete random variates (Q914323): Difference between revisions
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scientific article
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English | The ratio of uniforms approach for generating discrete random variates |
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The ratio of uniforms approach for generating discrete random variates (English)
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1990
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A modification of the acceptance/rejection algorithm using the ratio of uniforms is presented. The algorithm is used in a generator of hypergeometric pseudorandom numbers. The paper presents the necessary theory and the timing results for various modifications of the algorithm.
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acceptance/rejection algorithm
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generator of hypergeometric pseudorandom numbers
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