A modal method for generating binomial variables |
| |
| Authors: | CD Kemp |
| |
| Institution: | Department of Statistics , University of St Andrews , Scotland, KY16 9SS |
| |
| Abstract: | The paper considers the problem of generating binomial random variables when the parameters n and p may vary from call to call (as in the generation of multinomial random variables), A new algorithm, based on sequentially searching alternately down and up from the modal probability, is introduced. This is easy to program and requires no special library facilities It is suitable for microcomputers as well as mainframes Some sample timings are given for a FORTRAN 7 7 implementation |
| |
| Keywords: | computer generation binomial generation multinomial generation modal probability modal down-up generator Stirling approximation simulation |
|
|
