A computer program for the generation of random variables from any discrete distribution |
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Abstract: | This paper provides specific directions for the preparation of a discrete pseudo-random number generator computer program using basic machine instructions. The scheme is a table look-up first suggested by Marsaglia. It is applicable to any discrete probability distribution. The general procedure is described for probabilities expressed as fractions in a number system of arbitrary base β. A brief example is given using the decimal system. Flow diagrams accompany the directions which will enable an experienced programmer to write the program for any computer system with only modest storage requirements. Results of chi-square tests performed on samples from specific binomial, Poisson, negative binomial, and hypergeornetric distributions generated using this procedure are given |
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