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)

Full work available at URL https://doi.org/10.1016/0377-0427(90)90344-Y

zbMATH Keywords

J-fraction approximationsPoisson random variatessequential searchesvarying-parameter algorithms

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Review text

The author discusses three algorithms for generating Poisson (\(\lambda\)) random variates. The first one is the KPFRAC algorithm, designed for \(\lambda <0\), the second one is KPLOW, for \(0<\lambda \leq 30\) and the third one is KEMPOIS, for 10\(\leq \lambda \leq 5000\). The conclusions of the work is that these algorithms prove that new features can be incorporated into the search approach and make it more competitive. A mixed routine which uses KPLOW, when \(\lambda <30\) and KEMPOIS, when \(\lambda\geq 30\) is indicated and so the speed of calculus is higher.

Recommendations

• Poisson Random Variate Generation
• On accurate and precise generation of generalized Poisson variates
• 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

• A note on Stirling's expansion for factorial n
• A Rapid and Efficient Estimation Procedure for the Negative Binomial Distribution
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• 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)

• On accurate and precise generation of generalized Poisson variates
• Poisson twister generator by cumulative frequency technology
• New algorithms for statistical modeling of inhomogeneous Poisson ensembles
• Poisson Random Variate Generation
• 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
• Random variate generators for the Poisson-Poisson and related distributions

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

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