Computer generation of negative binomial variates by envelope rejection

DOI10.1016/J.CSDA.2008.02.016MaRDI QIDQ1023763zbMATH OpenOpenAlexFDO

Authors Wen-Jau Lee, Seng-Huat Ong

Publication date 16 June 2009

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2008.02.016

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 41077 (Why is no real title available?)
• A convenient way of generating gamma random variables using generalized exponential distribu\-tion
• Computer generation of gamma random variables
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• On computer sampling from trivariate and multivariate discrete distributions
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• Poisson Random Variate Generation
• The Computer Generation of Poisson Random Variables
• The computer generation of bivariate binomial variables with given marginals and correlation
• Univariate Discrete Distributions

Cited in

(5)

• Computation of probabilities of mixed Poisson-Weibull distribution
• Test of misspecification with application to negative binomial distribution
• Computer generation of generalized negative binomial deviates
• scientific article; zbMATH DE number 3928319 (Why is no real title available?)
• On the computer generation of the Erlang and negative binomial distributions with shape parameter equal to two

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