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Recent Developments in the Computer Generation of Poisson Random Variables
Author(s) -
Atkinson A. C.
Publication year - 1979
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347196
Subject(s) - poisson distribution , compound poisson distribution , sample (material) , poisson regression , statistics , computer science , mathematics , statistical physics , physics , medicine , population , environmental health , thermodynamics
S ummary Two recent methods of generating samples on a computer from the Poisson distribution are compared with those in an earlier survey. Recommendations are made for algorithms which are either compact or fast, but unfortunately not both. Two cases are distinguished: that in which the Poisson parameter is fixed and that in which it changes from sample to sample.