Fast Generation of Discrete Random Variables
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,...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2004-07-01
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| Series: | Journal of Statistical Software |
| Online Access: | http://www.jstatsoft.org/index.php/jss/article/view/1408 |