New algorithms for generating Poisson variates

DOI10.1016/0377-0427(90)90344-YzbMath0702.65004MaRDI QIDQ915333

C. David Kemp

Publication date: 1990

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

J-fraction approximationsPoisson random variatessequential searchesvarying-parameter algorithms

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Uses Software

• IMSL Numerical Libraries

Cites Work

• Unnamed Item
• A note on Stirling's expansion for factorial n
• Sampling from the Poisson distribution on a computer
• Simple algorithms for the poisson modal cumulative probability
• On the Alias Method for Generating Random Variables from a Discrete Distribution
• Computer Generation of Poisson Deviates from Modified Normal Distributions
• Poisson Random Variate Generation
• A Rapid and Efficient Estimation Procedure for the Negative Binomial Distribution

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