No abstract

No abstract

Several methods for generating variates with univariate and multivariate Wallenius' and Fisher's noncentral hypergeometric distributions are developed. Methods for the univariate distributions include: simulation of urn experiments, inversion by binary search, inversion by chop-down search from the mode, ratio-of-uniforms rejection method, and rejection by sampling in the domain. Methods for the multivariate distributions include: simulation of urn experiments, conditional method, Gibbs sampling, and Metropolis-Hastings sampling. These methods are useful for MonteCarlo simulation of models of biased sampling and models of evolution and for calculating moments and quantiles of the distributions.