1981
DOI: 10.2307/2346348
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Efficient Generation of Logarithmically Distributed Pseudo-Random Variables

Abstract: Summary A one‐line algorithm LB is given for generating samples from the logarithmic series distribution. Two independent uniform random variables are converted into a single logarithmic variable by use of a structural property of the distribution. Faster versions of the method, algorithms LBM and LK, employ simple initial tests which identify those pairs of uniform random variables which yield the most frequently occurring values of the logarithmic variable. Comparison with a search method, algorithm LS, show… Show more

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Cited by 25 publications
(31 citation statements)
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“…Method is a general method in which the cdf is built up by the recursive computation of the mass probabilities (Kemp, 1981).…”
Section: Random Variate Generationmentioning
confidence: 99%
See 1 more Smart Citation
“…Method is a general method in which the cdf is built up by the recursive computation of the mass probabilities (Kemp, 1981).…”
Section: Random Variate Generationmentioning
confidence: 99%
“…Chop-Down Method is a general method in which the generated uniform variate is decreased by an amount equal to the cdf (Kemp, 1981).…”
Section: Accepted Manuscriptmentioning
confidence: 99%
“…Gamma variable generator is available in the R base. Algorithms for generating positive stable and log series variables can be found in Chambers, Mallows, and Stuck (1976) and Kemp (1981), respectively. In particular, the copula package uses a Fortran implementation of Nolan (2006), which is a revised version of Chambers et al (1976), to generate positive stable variables.…”
Section: Random Number Generatormentioning
confidence: 99%
“…For this case, Kemp (1981) describes two approaches. One is a "build-up search" method in which the CDF is built up by the recursive computation of the mass probabilities.…”
Section: Efficiency Of the Inverse Cdf For Discrete Distributionsmentioning
confidence: 99%