How to avoid logarithms in comparisons with uniform random variables (Q1103317)
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scientific article; zbMATH DE number 4052873
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| English | How to avoid logarithms in comparisons with uniform random variables |
scientific article; zbMATH DE number 4052873 |
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How to avoid logarithms in comparisons with uniform random variables (English)
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1989
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In many algorithms for sampling from non-uniform distributions the logarithm of a uniform deviate must be compared with some test quantity. It is shown that all these comparisons can be done efficiently without calling a logarithm subprogram: two procedures for this task are presented and compared. The methods were applied to routines for the generation of normal, Poisson and binomial deviates resulting in considerably improved sampling speed.
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random variables
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acceptance-rejection
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logarithm
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0.7701014280319214
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0.7685890793800354
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