Sampling from binomial and Poisson distributions: a method with bounded computation times (Q1135054)
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scientific article; zbMATH DE number 3660530
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sampling from binomial and Poisson distributions: a method with bounded computation times |
scientific article; zbMATH DE number 3660530 |
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Sampling from binomial and Poisson distributions: a method with bounded computation times (English)
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1980
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An accurate acceptance-rejection algorithm is devised and tested. The procedure requires an average of less than 3 uniform deviates whenever the standard deviation \(\sigma\) of the distribution is at least 4, and this number decreases monotonically to 2.63 as \(\sigma\to\infty\). Variable parameters are permitted, and no subroutines for sampling from other statistical distributions are needed.
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random numbers
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binomial distribution
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Poisson distribution
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simulation
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