文章基本信息

标题：Fast Generation of Discrete Random Variables
本地全文：下载
作者：George Marsaglia ; Wai Wan Tsang ; Jingbo Wang 等
期刊名称：Journal of Statistical Software
印刷版ISSN：1548-7660
电子版ISSN：1548-7660
出版年度：2004
卷号：11
期号：1
页码：1-11
语种：English
出版社：University of California, Los Angeles
摘要：We describe two methods and provide C programs for generating discrete random variables with functions that are simple and fast, averaging ten times as fast as published methods and more than five times as fast as the fastest of those. We provide general procedures for implementing the two methods, as well as specific procedures for three of the most important discrete distributions: Poisson, binomial and hypergeometric.