Algorithm 678: BTPEC: sampling from the binomial distribution

  • Authors:
  • Voratas Kachitvichyanukul;Bruce W. Schmeiser

  • Affiliations:
  • Univ. of Iowa, Iowa City;Purdue Univ., West Lafayette, IN

  • Venue:
  • ACM Transactions on Mathematical Software (TOMS)
  • Year:
  • 1989

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Abstract

The FORTRAN implementation of an exact, uniformly fast algorithm for generating the binomial, random variables is presented. The algorithm is numerically stable and is faster than other published algorithms. The code uses only standard FORTRAN statements and is portable to most computers; it has been tested on the IBM 370, 3033, 4381, DEC VAX 11/780, SUN 3/50, CDC 6500-6600, ENCORE Multimax, and Apple Mcintosh Plus. A driver program is also included.