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The Computer Generation of Poisson Random Variables

The computer generation of Poisson random variables
Authors: Atkinson, A. C.;

The Computer Generation of Poisson Random Variables

Abstract

SUMMARY A comparison is made of methods of generating samples on a computer from the Poisson distribution. The well-known methods of counting the number of occurrences in a Poisson process and of sequentially searching through a table of cumulative probabilities have the disadvantage that the time required increases with thePoisson parameter ft. For fixed ft two modified search procedures are described which remain fast as ft increases. If ft varies from sample to sample the modified search procedures are not directly applicable. But fast methods can be found which use combinations of either modified search method and are appreciably faster than rejection methods.

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Keywords

Poisson random variables, Poisson distribution, computer generation, Monte Carlo methods, Random number generation in numerical analysis, Poisson process

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
31
Top 10%
Top 10%
Average
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