Sampling from binomial and Poisson distributions: a method with bounded computation times

Joachim Ahrens; Ulrich Dieter

doi:10.1007/BF02241999

Sampling from binomial and Poisson distributions: a method with bounded computation times

Joachim Ahrens, Ulrich Dieter

Institute of Statistics (5060)

Research output: Contribution to journal › Article › peer-review

Abstract

n accurate acceptance-rejection algorithm is devised and tested. The procedure requires an average of less than 3 uniform deviates whenever the standard deviation σ of the distribution is at least 4, and this number decreases monotonically to 2.63 as σ→∞. Variable parameters are permitted, and no subroutines for sampling from other statistical distributions are needed.

Original language	English
Pages (from-to)	193-208
Journal	Computing
Volume	25
Issue number	3
DOIs	https://doi.org/10.1007/BF02241999
Publication status	Published - 1980

Treatment code (Nähere Zuordnung)

Basic - Fundamental (Grundlagenforschung)

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10.1007/BF02241999

Random Number Generation
Dieter, U. & Stadlober, E.
1/01/95 → 31/12/05
Project: Research area

Cite this

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title = "Sampling from binomial and Poisson distributions: a method with bounded computation times",

abstract = "n accurate acceptance-rejection algorithm is devised and tested. The procedure requires an average of less than 3 uniform deviates whenever the standard deviation σ of the distribution is at least 4, and this number decreases monotonically to 2.63 as σ→∞. Variable parameters are permitted, and no subroutines for sampling from other statistical distributions are needed.",

author = "Joachim Ahrens and Ulrich Dieter",

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journal = "Computing",

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AU - Ahrens, Joachim

AU - Dieter, Ulrich

PY - 1980

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AB - n accurate acceptance-rejection algorithm is devised and tested. The procedure requires an average of less than 3 uniform deviates whenever the standard deviation σ of the distribution is at least 4, and this number decreases monotonically to 2.63 as σ→∞. Variable parameters are permitted, and no subroutines for sampling from other statistical distributions are needed.

U2 - 10.1007/BF02241999

DO - 10.1007/BF02241999

M3 - Article

SN - 1436-5057

VL - 25

SP - 193

EP - 208

JO - Computing

JF - Computing

IS - 3

ER -

Sampling from binomial and Poisson distributions: a method with bounded computation times

Abstract

Treatment code (Nähere Zuordnung)

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Projects

Random Number Generation

Cite this