Computer generation of hypergeometric random variates†

DOI10.1080/00949658508810839MaRDI QIDQ3696360zbMATH OpenOpenAlexFDO

Authors Voratas Kachitvichyanukul, Bruce W. Schmeiser

Publication date 1985

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658508810839

zbMATH Keywords

samplingrandom variate generationaliasinghypergeometric distributioninverse transformationwithout replacement

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Sampling theory, sample surveys (62D05)

Recommendations

• scientific article; zbMATH DE number 4086850
• The ratio of uniforms approach for generating discrete random variates
• A simple generator for discrete log-concave distributions
• scientific article; zbMATH DE number 549942
• The computer generation of multinomial random variates

Cites work

• scientific article; zbMATH DE number 3854477 (Why is no real title available?)
• scientific article; zbMATH DE number 3815002 (Why is no real title available?)
• scientific article; zbMATH DE number 3273551 (Why is no real title available?)
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• Beta Variate Generation via Exponential Majorizing Functions
• Computer methods for efficient sampling from largely arbitrary statistical distributions
• Data Structures and Computer Science Techniques in Operations Research

Cited in

(15)

• Fast and stable algorithms for computing and sampling from the noncentral hypergeometric distribution
• HyperQuick algorithm for discrete hypergeometric distribution
• A simple generator for discrete log-concave distributions
• The ratio of uniforms approach for generating discrete random variates
• A Method for Computer Generation of Variates from Arbitrary Continuous Distributions
• A universal generator for discrete log-concave distributions
• scientific article; zbMATH DE number 4086850 (Why is no real title available?)
• Monte Carlo Algorithms for Hardy–Weinberg Proportions
• Sampling from the generalized logarithmic series distribution
• Large scale two sample multinomial inferences and its applications in genome-wide association studies
• On the average cost of order-preserving encryption based on hypergeometric distribution
• Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions
• Order-Preserving Symmetric Encryption
• Computer generation of generalized negative binomial deviates
• Exact and efficient generation of geometric random variates and random graphs

This page was built for publication: Computer generation of hypergeometric random variates†

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3696360)