A modal method for generating binomial variables

DOI10.1080/03610928608829152zbMath0609.65006MaRDI QIDQ3750020

C. David Kemp

Publication date: 1986

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928608829152

zbMATH Keywords

algorithm; FORTRAN 77; modal probability; generating binomial random variables; modal down-up generator; sequentially searching

Mathematics Subject Classification ID

62-04: Software, source code, etc. for problems pertaining to statistics

65C10: Random number generation in numerical analysis

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Cites Work

• Sampling from binomial and Poisson distributions: a method with bounded computation times
• Computer methods for efficient sampling from largely arbitrary statistical distributions
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Analytic Comparison of Three General-Purpose Methods for the Computer Generation of Discrete Random Variables
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• A Simple Algorithm for Generating Binomial Random Variables when N is Large