The generation of binomial random variates

DOI10.1080/00949659308811496zbMath0829.65001OpenAlexW2013086109MaRDI QIDQ4851439

Wolfgang Hörmann

Publication date: 21 January 1996

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

Full work available at URL: https://epub.wu.ac.at/1242/1/document.pdf

zbMATH Keywords

binomial distributionrandom numberstransformed rejection methodbinomial random variatesfast rejection algorithm

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items

The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method, Exact sublinear binomial sampling, A universal generator for discrete log-concave distributions

Cites Work

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• Fast poisson and binomial algorithms for correlationinduction^**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:
• The Exact-Approximation Method for Generating Random Variables in a Computer
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• A modal method for generating binomial variables
• Sampling From the Binomial Distribution on a Computer