Sampling from binomial and poisson distributions: A method with bounded computation times |
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| Authors: | Dr J H Ahrens Dr U Dieter |
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| Affiliation: | (1) Mathematisches Seminar, Universität Kiel, Olshausenstrasse 40-60, D-2300 Kiel, Federal Republic of Germany;(2) Institut für Mathematische Statistik, Technische Universität Graz, Hamerlinggasse 6, A-8010 Graz, Austria |
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| Abstract: | An accurate acceptance-rejection algorithm is devised and tested. The procedure requires an average of less than 3 uniform deviates whenever the standard deviation  of the distribution is at least 4, and this number decreases monotonically to 2.63 as   . Variable parameters are permitted, and no subroutines for sampling from other statistical distributions are needed.This research was supported by the Austrian Research Council (Fonds zur Förderung der wissenschaftlichen Forschung). |
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| Keywords: | Random Numbers Binomial Distribution Poisson Distribution Simulation |
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