Sampling from the Binomial Distribution on a Computer.

Abstract

This paper describes a method of sampling from the binomial distribution beta(n,p) that appears less costly than the beta method recently suggested by Relles and Ahrens and Dieter. The method uses the acceptance-rejection technique together with an efficient sampling algorithm for the Poisson distribution.

Document Details

Document Type
Technical Report
Publication Date
May 01, 1977
Accession Number
ADA039196

Entities

People

  • George S. Fishman

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Binomials
  • Computers
  • Mathematics
  • Rejection
  • Sampling

Fields of Study

  • Computer science
  • Mathematics

Readers

  • Industrial Economics
  • Statistical inference.