TY - JOUR
T1 - A range reduction method for generating discrete random variables
AU - Shmerling, Efraim
PY - 2013/4
Y1 - 2013/4
N2 - 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.
AB - 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.
KW - Algorithm
KW - Discrete distribution
KW - Geometric distribution of order r
KW - Probability generating function
KW - Random number generation
UR - http://www.scopus.com/inward/record.url?scp=84873671515&partnerID=8YFLogxK
U2 - 10.1016/j.spl.2013.01.002
DO - 10.1016/j.spl.2013.01.002
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AN - SCOPUS:84873671515
SN - 0167-7152
VL - 83
SP - 1094
EP - 1099
JO - Statistics and Probability Letters
JF - Statistics and Probability Letters
IS - 4
ER -