Algorithm 668: H2PEC: sampling from the hypergeometric distribution
Algorithm 668: H2PEC: sampling from the hypergeometric distribution
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算法 668：H2PEC：从超几何分布中采样
DOI：
10.1145/50063.214387
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发表时间：
1988
期刊：
影响因子：
--
通讯作者：
B. Schmeiser
中科院分区：
文献类型：
--
作者：
V. Kachitvichyanukul;B. Schmeiser
设M是超几何分布的模，其被定义为{（k +1）（n1 + 1）/（n1 + n2 + 2））的整数部分。逆变换方法用于Mmax（0，Kn 2）< 10，并且算法HBPE用于Mmax（0，Kn 2）<10。HBPE的整体算法框架是接受/拒绝，并通过组合实现。使用了三个子密度：均匀分布的主体和每个尾部的指数。
Let M be the mode of the hypergeometric distribution, which is defined as the integer portion of {(k + l)(nI + l)/(nl + n2 + 2)). The inverse transformation method is used for M max(O, k n2) < 10, and algorithm HBPE is used for M max(O, K n2) I 10. The overall algorithm framework for HBPE is acceptance/rejection and is implemented via composition. Three subdensities are used: uniform for the body of the distribution and an exponential for each tail.