Generating Discrete Random Variates

Nick T. Thomopoulos
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Nick T. Thomopoulos: Illinois Institute of Technology, Stuart School of Business

Chapter Chapter 5 in Essentials of Monte Carlo Simulation, 2013, pp 45-55 from Springer

Abstract: Abstract This chapter shows how to transform continuous uniform random variates, u∼U(0,1), to random discrete variates for a variable that comes from one of the more common discrete probability distributions. The probability distributions described here are the following: discrete arbitrary, discrete uniform, Bernoulli, binomial, hyper-geometric, geometric, Pascal and Poisson.

Keywords: Arbitrary Discretion; Discrete Uniform; Continuous Uniform Random Variables; Poisson Variables; Pascal Distribution (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4614-6022-0_5

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DOI: 10.1007/978-1-4614-6022-0_5

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