Sampling from the generalized logarithmic series distribution

DOI10.1007/BF02684348MaRDI QIDQ1362834zbMATH OpenOpenAlexFDO

Authors Felix Famoye

Publication date 3 February 1998

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02684348

zbMATH Keywords

algorithmsbranching methodgeneralized logarithmic series distributioninversion methodpseudo-random variatesrandom number generationrejection method

Mathematics Subject Classification ID

Pseudo-random numbers; Monte Carlo methods (11K45) Approximations to statistical distributions (nonasymptotic) (62E17) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Review text

The generalized logarithmic series distribution (GLSD) of \textit{G. C. Jain} and \textit{R. P. Gupta} [Trabajos. Estadist. Invest. Oper. 24, No. 1/2, 99-105 (1973; Zbl 0267.60012)] has the probability function \( P(X=x)={1 \over \beta x} {\beta x \choose x} \theta^x (1-\theta)^{\beta x-x} / (-log(1-\theta)) \) for \(x=1,2,\dots\) and zero otherwise where \(0< \theta \leq \theta\beta < 1\). The ordinary logarithmic distribution is the special case \(\beta=1\). The author presents four different algorithms for generating pseudo-random variates from the GLSD. Some of the theoretical bases for the four algorithms are given in the article. Others can be found in the references given. The first method described is the `table-look-up' or inversion method, which uses a recurrence relation between the GLSD probabilities for a sequential search. A rejection algorithm based on the inequality \( P(X=x) \leq (1+\sqrt{2})({1 \over \sqrt{x}}-{1 \over \sqrt{x+1}})(-log(1-\theta) \sqrt{\pi\beta (\beta-1)})^{-1}\) for \(\beta>1\), and a rejection algorithm based on the monotone property of the probability vector with \(P(X=x) \leq 1/x\) for \(x=1,2,\dots\) are also provided. The fourth method given is a branching process algorithm for generating generalized logarithmic series variates which does not need to compute the GLSD probabilities. The algorithms are compared by their execution times. Based on the result of the comparison the author recommends a modified algorithm which is a combination of the inversion method and the branching process method depending on the size of the two parameters of the generalized logarithmic series distribution. For \(\theta\beta\leq 0.45\), the invervsion method is recommended and for \(\theta\beta > 0.45\) the author recommends the use of the branching method.

Recommendations

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Cites work

• A branching process method in Lagrance random variate generation
• A logarithmic series type distribution
• A Rapid and Efficient Estimation Procedure for the Negative Binomial Distribution
• A short note on the generalized logarithmic series distribution
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• Computer generation of hypergeometric random variates†
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• Poisson Random Variate Generation
• Random variate generators for the Poisson-Poisson and related distributions

Cited in

(5)

• How to avoid logarithms in comparisons with uniform random variables
• Sampling from log-concave distributions
• Goodness-of-fit tests for generalized logarithmic series distribution
• Generalized Poisson Random Variate Generation
• Computation of probabilities of a generalized log-series and related distributions

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