A branching process method in Lagrance random variate generation
作者:
Luc Devroye,
期刊:
Communications in Statistics - Simulation and Computation
(Taylor Available online 1992)
卷期:
Volume 21,
issue 1
页码: 1-14
ISSN:0361-0918
年代: 1992
DOI:10.1080/03610919208813005
出版商: Marcel Dekker, Inc.
关键词: Lagrance distributions;Random variate generation;Brancing processes;Probability inequlities
数据来源: Taylor
摘要:
The generalized Lagrange probability distributions include the Borel-Tanner distribution, Haight's distribution, the Poisson-Poisson distribution and Consul's distribution, to name a few. We introduce two universally applicable random variate generators for this family of distributions. In the branching process method, we produce the generation sizes in a Galton-Watson branching process. In the uniform bounding method, we employ the rejection method based upon a simple probability inequality that is valid for id members in a given subfamily.
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