@techreport{feb80d492db44305bf0f09b35b3f45f1,
title = "The transformed rejection method for generating Poisson random variables",
abstract = "The transformed rejection method, a combination of the inversion and the rejection method, which is used to generate non-uniform random numbers from a variety of continuous distributions can be applied to discrete distributions as well. For the Poisson distribution a short and simple algorithm is obtained which is well suited for large values of the Poisson parameter $\mu$, even when $\mu$ may vary from call to call. The average number of uniform deviates required is lower than for any of the known uniformly fast algorithms. Timings for a C implementation show that the algorithm needs only half of the code but is - for $\mu$ not too small - at least as fast as the current state-of-the-art algorithms. (author's abstract)",
author = "Wolfgang H{\"o}rmann",
year = "1992",
doi = "10.57938/feb80d49-2db4-4305-bf0f-09b35b3f45f1",
language = "English",
series = "Preprint Series / Department of Applied Statistics and Data Processing",
number = "2",
publisher = "Institut f{\"u}r Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business",
edition = "April 1992",
type = "WorkingPaper",
institution = "Institut f{\"u}r Statistik und Mathematik, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business",
}