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  • 标题:Fast Generation of Discrete Random Variables
  • 本地全文:下载
  • 作者:George Marsaglia ; Wai Wan Tsang ; Jingbo Wang
  • 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.
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