Binomial random variate generation

Authors:
Voratas Kachitvichyanukul;Bruce W. Schmeiser
Affiliations:
Univ. of Iowa, Iowa City;Purdue Univ., West Lafayette, IN
Venue:
Communications of the ACM
Year:
1988

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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.