Binomial random variate generation
- 1 February 1988
- journal article
- Published by Association for Computing Machinery (ACM) in Communications of the ACM
- Vol. 31 (2), 216-222
- https://doi.org/10.1145/42372.42381
Abstract
Existing binomial random-variate generators are surveyed, and a new generator designed for moderate and large means is developed. The new algorithm, BTPE, has fixed memory requirements and is faster than other such algorithms, both when single, or when many variates are needed.Keywords
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