
Accession Number : ADA111883
Title : Poisson Random Variate Generation.
Descriptive Note : Research memo.,
Corporate Author : PURDUE UNIV LAFAYETTE IN SCHOOL OF INDUSTRIAL ENGINEERING
Personal Author(s) : Schmeiser,Bruce ; Kachitvichyanukul,Voratas
PDF Url : ADA111883
Report Date : Dec 1981
Pagination or Media Count : 41
Abstract : Approximate algorithms have long been the only available methods for generating Poisson random variates when the mean is large. A new algorithm is developed that is exact, has execution time insensitive to the value of the mean, and is valid whenever the mean is greater than ten. This algorithm is compared to the three other algorithms which have been developed recently for generating Poisson variates when the mean is large. Criteria used are setup time, marginal execution time, memory requirements, and lines of code. New simple tight bounds on Poisson probabilities contribute to the speed of the algorithm, but are useful in a general context. In addition, Poisson variate generation is surveyed. (Author)
Descriptors : *Random number generators, *Random variables, *Poisson density functions, Probability, Monte Carlo method, Mean, Sampling, Algorithms, Inversion, Mathematical models, Transformations(Mathematics), Acceptability, Time, Rejection
Subject Categories : Statistics and Probability
Distribution Statement : APPROVED FOR PUBLIC RELEASE