Analytic Comparison of Three General-Purpose Methods for the Computer Generation of Discrete Random Variables
本文分析比较了三种通用方法(别名法、表法、卷积法)在计算机生成离散随机变量时的效率与适用性,为算法选择提供依据。
Arthur V. Peterson, Jr., Richard A. Kronmal, Analytic Comparison of Three General-Purpose Methods for the Computer Generation of Discrete Random Variables, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 32, No. 3 (1983), pp. 276-286