A universal generator for discrete log-concave distributions
We give an algorithm that can be used to sample from any discrete log-concave distribution (e.g. the binomial and hypergeometric distributions). It is based on rejection from a discrete dominating distribution that consists of parts of the geometric distribution. The algorithm is uniformly fast for...
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| Format: | Others |
| Language: | en |
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Institut für Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
1993
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| Online Access: | http://epub.wu.ac.at/1704/1/document.pdf |