Algorithm 668

DOI10.1145/50063.214387zbMath0666.65007OpenAlexW2089877558MaRDI QIDQ3817497

Voratas Kachitvichyanukul, Bruce W. Schmeiser

Publication date: 1988

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1988-14/

zbMATH Keywords

sampling without replacementFORTRAN subroutinealiasingrandom variate generationhypergeometric distributioninverse transformationH2PEC

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Expectation identity of the hypergeometric distribution and its application in the calculations of high-order origin moments ⋮ On the average cost of order-preserving encryption based on hypergeometric distribution ⋮ Order-Preserving Symmetric Encryption ⋮ H2PEC ⋮ Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility

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