A range reduction method for generating discrete random variables

Research output: Contribution to journalArticlepeer-review

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 languageEnglish
Pages (from-to)1094-1099
Number of pages6
JournalStatistics and Probability Letters
Volume83
Issue number4
DOIs
StatePublished - 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

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