The generation of binomial random variates

DOI10.1080/00949659308811496MaRDI QIDQ4851439zbMATH OpenOpenAlexFDO

Authors 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 distributionbinomial random variatesfast rejection algorithmrandom numberstransformed rejection method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• A modal method for generating binomial variables
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• 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:
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• Sampling from binomial and Poisson distributions: a method with bounded computation times
• Sampling From the Binomial Distribution on a Computer
• The Exact-Approximation Method for Generating Random Variables in a Computer

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