The economical method for generating random samples from discrete distributions

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The economical method for generating random samples from discrete distributions

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 12 , Issue 1 (March 1986) table of contents
The MIT Press scientific computation series

Pages: 34 - 36

Year of Publication: 1986

ISSN:0098-3500

Author

I. Deak

Dalhousie Univ., Halifax, Nova Scotia, Canada

Publisher

ACM New York, NY, USA

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ABSTRACT

The idea of the economical method is applied for generating samples from any discrete distribution. In the resulting procedure, the expected number of uniformly distributed random numbers is less than in the alias method (practically 1). A refinement gives a version where in limit just one uniformly distributed number is required at the expense of some storage space.

REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	DEAK, I. An economical method for random number generation and a normal generator. Coraput. 27, (1981), 113-121.
	2	DIETER, U. An alternate proof for the representation of discrete distributions by equiprobable mixtures. J. Appl. Prob. 19, (1982), 869-872.
	3	KRONMAL, R. i., PETERSON, i.V. On the alias method for generating random variables from a discrete distribution. Amer. Star. 33, (1979), 214-218.
	4	Alastair J. Walker, An Efficient Method for Generating Discrete Random Variables with General Distributions, ACM Transactions on Mathematical Software (TOMS), v.3 n.3, p.253-256, Sept. 1977 [doi>10.1145/355744.355749]