Abstract
A new general method for generating discrete random variables is presented. The method is based on reducing the problem of generating a discrete random variable with an extremely large range to that of generating a random variable with a small range consisting of a few possible values (i.e.range reduction). The validity of the method presented is proved, and its performance is examined and compared to the performance of previously developed general methods. A random number generator for geometric variables of order r based on the range reduction method is given as an illustration of its advantages.
| Original language | English |
|---|---|
| Pages (from-to) | 1094-1099 |
| Number of pages | 6 |
| Journal | Statistics and Probability Letters |
| Volume | 83 |
| Issue number | 4 |
| DOIs | |
| State | Published - Apr 2013 |
Keywords
- Algorithm
- Discrete distribution
- Geometric distribution of order r
- Probability generating function
- Random number generation
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty