93-10-11.wh
A Universal Generator for Discrete Log-Concave Distributions
Abstract
We give an algorithm that can be used to sample from
any discrete log-concave distribution (e.g. the binomial and
hypergeometric distributions). It is based on rejection from a discrete
dominating distribution that consists of parts of the geometric distribution. The
algorithm is uniformly fast for all discrete log-concave distributions
and not much slower than algorithms designed for a single
distribution.
Mathematics Subject Classification:
65C10 (Random Number Generation),
68C25
Key Words:
Random number generation, log-concave distributions,
rejection method, simulation.
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Wolfgang.Hoermann@statistik.wu-wien.ac.at