Rejection-Inversion to Generate Variates from Monotone Discrete Distributions

TitleRejection-Inversion to Generate Variates from Monotone Discrete Distributions
Publication TypeJournal Article
Year of Publication1996
AuthorsHörmann, W., and G. Derflinger
JournalACMTOMACS
Volume6
Pagination169–184
Keywordsmonotone discrete distributions, Poisson distribution, random number generation, rejection-inversion, T-concave, universal algorithm, Zipf distribution