New algorithms for generating Poisson variates

DOI10.1016/0377-0427(90)90344-YMaRDI QIDQ915333zbMATH OpenFDO

Authors C. David Kemp

Publication date 1990

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

J-fraction approximationsPoisson random variatessequential searchesvarying-parameter algorithms

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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• Poisson Random Variate Generation
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• Generalized Poisson Random Variate Generation
• Poisson twister generator by cumulative frequency technology
• Expected time analysis of a simple recursive Poisson random variate generator

Cites work

• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• A Rapid and Efficient Estimation Procedure for the Negative Binomial Distribution
• A note on Stirling's expansion for factorial n
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• Poisson Random Variate Generation
• Sampling from the Poisson distribution on a computer
• Simple algorithms for the poisson modal cumulative probability

Cited in

(8)

• Poisson twister generator by cumulative frequency technology
• An efficient alternative for generating Poisson-distributed number of clutter points uniformly scattered in a gate
• Sampling lattice points in a polytope: a Bayesian biased algorithm with random updates
• Random variate generation and connected computational issues for the Poisson-Tweedie distribution
• On accurate and precise generation of generalized Poisson variates
• Poisson Random Variate Generation
• New algorithms for statistical modeling of inhomogeneous Poisson ensembles
• Random variate generators for the Poisson-Poisson and related distributions

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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