Expected time analysis of a simple recursive Poisson random variate generator
From MaRDI portal
Publication:2277745
DOI10.1007/BF02239170zbMath0725.65005MaRDI QIDQ2277745
Publication date: 1991
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02239170
Poisson distribution; expected time analysis; recursive algorithm; probabilistic methods; random variate generator
62E17: Approximations to statistical distributions (nonasymptotic)
65C10: Random number generation in numerical analysis
65C99: Probabilistic methods, stochastic differential equations
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A simple generator for discrete log-concave distributions
- Sampling from binomial and Poisson distributions: a method with bounded computation times
- The computer generation of Poisson random variables
- Sampling from the Poisson distribution on a computer
- Computer methods for sampling from gamma, beta, Poisson and binomial distributions
- Probability Inequalities for the Sum of Independent Random Variables
- Algorithm 599
- Beta- and gamma-methods of modelling binomial and poisson distributions
- A method of modelling a binomial distribution
- Computer Generation of Poisson Deviates from Modified Normal Distributions
- A Simple Algorithm for Generating Binomial Random Variables when N is Large
- A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of Observations