On the Alias Method for Generating Random Variables from a Discrete Distribution
From MaRDI portal
Publication:3854517
DOI10.2307/2683739zbMath0421.65001MaRDI QIDQ3854517
Arthur V. Jun. Peterson, Richard Kronmal
Publication date: 1979
Published in: The American Statistician (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2683739
65C10: Random number generation in numerical analysis
Related Items
Computer generation of generalized negative binomial deviates, A backward Monte Carlo approach to exotic option pricing, Systematic Alias Sampling, Imputation procedures for categorical data: their effects on the goodness-of-fit chi-square statistic, Exact sublinear binomial sampling, Matching the finitized Poisson distribution to the matching distributions, Random variate generation for unimodal and monotone densities, New algorithms for generating Poisson variates, Generating random numbers by adapted rejection, Rare event simulation for T-cell activation, Computer generation of negative binomial variates by envelope rejection, The computer generation of multinomial random variates, Sampling from the generalized logarithmic series distribution, An aggregation procedure for simulating manufacturing flow line models, Generation of discrete random variables in scalable frameworks, Sampling in space restricted settings, A range reduction method for generating discrete random variables, Acceptance-Rejection Methods for Generating Random Variates from Matrix Exponential Distributions and Rational Arrival Processes, Algorithms for generating random variables with a rational probability-generating function, A modal method for generating binomial variables
