A universal generator for discrete log-concave distributions (Q1316594)
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scientific article; zbMATH DE number 519763
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A universal generator for discrete log-concave distributions |
scientific article; zbMATH DE number 519763 |
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A universal generator for discrete log-concave distributions (English)
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14 March 1994
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The author gives a method that can be used to sample from any discrete log-concave distribution (e.g. the binomial and hypergeometric distributions). It is based on rejection from a discrete dominating distribution that consists of parts of the geometric distribution. The algorithm is relatively simple and fast for all discrete log-concave distributions and not much slower than algorithms designed for a single distribution.
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random number generation
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rejection method
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simulation
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log-concave distribution
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