A universal generator for discrete log-concave distributions

Wolfgang Hörmann

Publikation: Working/Discussion PaperWU Working Paper

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Abstract

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.

Publikationsreihe

ReihePreprint Series / Department of Applied Statistics and Data Processing
Nummer8

WU Working Paper Reihe

  • Preprint Series / Department of Applied Statistics and Data Processing

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