Computer generation of hypergeometric random variates

V Kachitvichyanukul, B Schmeiser - Journal of Statistical …, 1985 - Taylor & Francis
V Kachitvichyanukul, B Schmeiser
Journal of Statistical Computation and Simulation, 1985Taylor & Francis
The paper presents an exact, uniformly fast algorithm for generating random variates from
the hypergeometric distribution. The overall algorithm framework is acceptance/rejection
and is implemented via composition. Three subdensities are used, one is uniform and the
other two are exponential. The algorithm is compared with algorithms based on sampling
without replacement, inversion, and aliasing. A comprehensive survey of existing algorithms
is also given.
The paper presents an exact, uniformly fast algorithm for generating random variates from the hypergeometric distribution. The overall algorithm framework is acceptance/ rejection and is implemented via composition. Three subdensities are used, one is uniform and the other two are exponential. The algorithm is compared with algorithms based on sampling without replacement, inversion, and aliasing. A comprehensive survey of existing algorithms is also given.
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