Computer generation of hypergeometric random variates†

DOI10.1080/00949658508810839zbMath0576.65002OpenAlexW2015493040MaRDI QIDQ3696360

Voratas Kachitvichyanukul, Bruce W. Schmeiser

Publication date: 1985

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658508810839

zbMATH Keywords

samplingaliasingrandom variate generationhypergeometric distributioninverse transformationwithout replacement

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (8)

Sampling from the generalized logarithmic series distribution ⋮ On the average cost of order-preserving encryption based on hypergeometric distribution ⋮ The ratio of uniforms approach for generating discrete random variates ⋮ A simple generator for discrete log-concave distributions ⋮ Order-Preserving Symmetric Encryption ⋮ Monte Carlo Algorithms for Hardy–Weinberg Proportions ⋮ A universal generator for discrete log-concave distributions ⋮ Large scale two sample multinomial inferences and its applications in genome-wide association studies

Cites Work

• Computer methods for efficient sampling from largely arbitrary statistical distributions
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• Beta Variate Generation via Exponential Majorizing Functions
• Data Structures and Computer Science Techniques in Operations Research
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