Computer generation of hypergeometric random variates†

DOI10.1080/00949658508810839zbMATH Open0576.65002OpenAlexW2015493040MaRDI QIDQ3696360FDOQ3696360

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

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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)

Cites Work

• Title not available (Why is that?)
• Computer methods for efficient sampling from largely arbitrary statistical distributions
• Title not available (Why is that?)
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• Beta Variate Generation via Exponential Majorizing Functions
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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

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