A Linear Algorithm for Generating Random Numbers with a Given Distribution

  • Authors:
  • Michael D. Vose

  • Affiliations:
  • -

  • Venue:
  • IEEE Transactions on Software Engineering
  • Year:
  • 1991

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Abstract

Let xi be a random variable over a finite set with an arbitrary probability distribution. Improvements to a fast method of generating sample values for xi in constant time are suggested. The proposed modification reduces the time required for initialization to O(n). For a simple genetic algorithm, this improvement changes an O(g n 1n n) algorithm into an O(g n) algorithm (where g is the number of generations, and n is the population size).