Resource title

A universal generator for discrete log-concave distributions

Resource image

image for OpenScout resource :: A universal generator for discrete log-concave distributions

Resource description

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. (author's abstract) ; Series: Preprint Series / Department of Applied Statistics and Data Processing

Resource author

Wolfgang Hörmann

Resource publisher

Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/1704/1/document.pdf

Resource license

Adapt according to the license agreement. Always reference the original source and author.