Computer generation of negative binomial variates by envelope rejection
نویسندگان
چکیده
This paper proposes an envelope rejection method for computer sampling from the negative binomial distribution, with index parameter α and probability parameter p, based on a simple probability distribution inequality. Comparative timings with existing methods of generating NB variates show that the proposed method is comparable or faster when α is not too large (α < 11), and it is fastest for all α when p > 0.7. c © 2008 Elsevier B.V. All rights reserved.
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ورودعنوان ژورنال:
- Computational Statistics & Data Analysis
دوره 52 شماره
صفحات -
تاریخ انتشار 2008