Algorithm 668

DOI10.1145/50063.214387MaRDI QIDQ3817497zbMATH OpenOpenAlexFDO

Authors Voratas Kachitvichyanukul, Bruce W. Schmeiser

Publication date 1988

Published in ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL http://www.acm.org/pubs/contents/journals/toms/1988-14/

zbMATH Keywords

aliasingFORTRAN subroutineH2PEChypergeometric distributioninverse transformationrandom variate generationsampling without replacement

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Recommendations

• scientific article; zbMATH DE number 2109517
• The hypergeometric sampling design, theory and practice
• On the choice of the prior distribution in hypergeometric sampling
• Fast and stable algorithms for computing and sampling from the noncentral hypergeometric distribution
• scientific article; zbMATH DE number 4086850
• Sampling unnormalized probabilities: an alternative to the Metropolis-Hastings algorithm

Cited in

(6)

• H2PEC
• On the average cost of order-preserving encryption based on hypergeometric distribution
• Order-Preserving Symmetric Encryption
• An accurate computation of the hypergeometric distribution function
• Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility
• Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments

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