Algorithm 678: BTPEC: sampling from the binomial distribution

Subscribe (Full Service)


	Search: The ACM Digital Library The Guide

	Feedback

Algorithm 678: BTPEC: sampling from the binomial distribution

Full text

Pdf (207 KB)

Source

ACM Transactions on Mathematical Software (TOMS) archive
Volume 15 , Issue 4 (December 1989) table of contents

Pages: 394 - 397

Year of Publication: 1989

ISSN:0098-3500

Authors

Voratas Kachitvichyanukul	Univ. of Iowa, Iowa City
Bruce W. Schmeiser	Purdue Univ., West Lafayette, IN

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 20, Downloads (12 Months): 106, Citation Count: 0

Additional Information:

appendices and supplements abstract references index terms collaborative colleagues

Tools and Actions:	Request Permissions Review this Article Save this Article to a Binder Display Formats: BibTeX EndNote ACM Ref

DOI Bookmark:	Use this link to bookmark this Article: http://doi.acm.org/10.1145/76909.76916 What is a DOI?

APPENDICES and SUPPLEMENTS

BTPEC (678.gz) (3 KB)

sampling from the binomial distribution
Gams: L6a2

ABSTRACT

The FORTRAN implementation of an exact, uniformly fast algorithm for generating the binomial, random variables is presented. The algorithm is numerically stable and is faster than other published algorithms. The code uses only standard FORTRAN statements and is portable to most computers; it has been tested on the IBM 370, 3033, 4381, DEC VAX 11/780, SUN 3/50, CDC 6500-6600, ENCORE Multimax, and Apple Mcintosh Plus. A driver program is also included.

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	Voratas Kachitvichyanukul , Bruce W. Schmeiser, Binomial random variate generation, Communications of the ACM, v.31 n.2, p.216-222, Feb. 1988 [doi>10.1145/42372.42381]
	2	STADLOBER, E. Binomial random variate generation: A method based on ratio of uniforms. Tech. Rep., Institute of Statistics, Technical University Graz, Austria, 1988.