A universal generator for discrete log-concave distributions

DOI10.1007/BF02243398zbMath0796.65153OpenAlexW2065743819MaRDI QIDQ1316594

Wolfgang Hörmann

Publication date: 14 March 1994

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02243398

zbMATH Keywords

simulationrandom number generationrejection methodlog-concave distribution

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Approximations to statistical distributions (nonasymptotic) (62E17) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Simulating bessel random variables ⋮ Algorithms for generating random variables with a rational probability-generating function ⋮ Random variate generation for the generalized inverse Gaussian distribution ⋮ A note on a universal random variate generator for integer-valued random variables ⋮ Universal methods for generating random variables with a given characteristic function ⋮ Monte Carlo Algorithms for Hardy–Weinberg Proportions ⋮ A sweep-plane algorithm for generating random tuples in simple polytopes ⋮ Non-uniform random variate generation by the vertical strip method

Cites Work

• A simple generator for discrete log-concave distributions
• The ratio of uniforms approach for generating discrete random variates
• Sampling from binomial and Poisson distributions: a method with bounded computation times
• Computer generation of hypergeometric random variates†
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• Adaptive Rejection Sampling for Gibbs Sampling
• The generation of binomial random variates
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