Analytic Comparison of Three General-Purpose Methods for the Computer Generation of Discrete Random Variables

DOI10.2307/2347950zbMath0526.65004OpenAlexW2624679688MaRDI QIDQ3040389

Richard Kronmal, Arthur V. Jun. Peterson

Publication date: 1983

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347950

zbMATH Keywords

algorithmsaccuracyspeeddiscrete random variablesalias methodanalytic comparisonsindexed-search methodMarsaglia table methodPoisson variates

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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