A simple generator for discrete log-concave distributions

DOI10.1007/BF02307716zbMath0626.65002OpenAlexW1554271285MaRDI QIDQ580867

Luc P. Devroye

Publication date: 1987

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02307716

zbMATH Keywords

Poisson distributionrejection algorithmbinomial distributiongeometric distributionlogarithmically concave distributionshypergeometric distributionPascal distributionhyper-Poisson distributionPolya-Eggenberger distribution

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

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Cites Work

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• The computer generation of Poisson random variables
• A simple algorithm for generating random variates with a log-concave density
• Algorithm 599
• Computer generation of hypergeometric random variates†
• Efficient Generation of Logarithmically Distributed Pseudo-Random Variables
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• A Threshold for Log-Concavity for Probability Generating Functions and Associated Moment Inequalities

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