A universal generator for discrete log-concave distributions (Q1316594)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A universal generator for discrete log-concave distributions |
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 |
Statements
A universal generator for discrete log-concave distributions (English)
0 references
14 March 1994
0 references
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.
0 references
random number generation
0 references
rejection method
0 references
simulation
0 references
log-concave distribution
0 references
0 references