A note on a universal random variate generator for integer-valued random variables
From MaRDI portal
Publication:892806
DOI10.1007/s11222-013-9390-8zbMath1325.65013arXiv1211.0815OpenAlexW2008514256MaRDI QIDQ892806
Publication date: 12 November 2015
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1211.0815
Characteristic functions; other transforms (60E10) Characterization and structure theory of statistical distributions (62E10) Random number generation in numerical analysis (65C10)
Related Items (10)
Goodness-of-fit test for count distributions with finite second moment ⋮ Algorithms for generating random variables with a rational probability-generating function ⋮ Modeling international trade data with the Tweedie distribution for anti-fraud and policy support ⋮ The computation of the probability density and distribution functions for some families of random variables by means of the Wynn-ρ accelerated Post-Widder formula ⋮ On the properties of a Takács distribution ⋮ The tempered discrete Linnik distribution ⋮ Random variate generation and connected computational issues for the Poisson-Tweedie distribution ⋮ Universal methods for generating random variables with a given characteristic function ⋮ Tempered positive Linnik processes and their representations ⋮ Discussion of ``On simulation and properties of the stable law by L. Devroye and L. James
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A note on generating random variables with log-concave densities
- A simple generator for discrete log-concave distributions
- The ratio of uniforms approach for generating discrete random variates
- On random variate generation when only moments of Fourier coefficients are known
- On the computer generation of random variables with a given characteristic function
- Modelling heterogeneity in survival analysis by the compound Poisson distribution
- A universal generator for discrete log-concave distributions
- A triptych of discrete distributions related to the stable law
- Progress of a half century in the study of the Luria-Delbrück distribution
- Modelling heavy-tailed count data using a generalised Poisson-inverse Gaussian family
- New algorithms for Luria-Delbrück fluctuation analysis
- Algorithms for Generating Discrete Random Variables with a Given Generating Function or a Given Moment Sequence
- Parameter Estimation for the Discrete Stable Family
- Analysis of Overdispersed Count Data by Mixtures of Poisson Variables and Poisson Processes
- Random variate generation for exponentially and polynomially tilted stable distributions
- A population birth-and-mutation process, I: explicit distributions for the number of mutants in an old culture of bacteria
- Short universal generators via generalized ratio-of-uniforms method
- A simple universal generator for continuous and discrete univariate T-concave distributions
- Univariate Discrete Distributions
This page was built for publication: A note on a universal random variate generator for integer-valued random variables
