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Initializing algorithms: A note to the article “Computer methods for sampling from gamma, beta, poisson and binomial distributions”

Initialisierung von Algorithmen: Bemerkungen zum Artikel “Computer Methods for Sampling from Gamma, Beta, Poisson and Binomial Distributions”

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Abstract

A general initialization principle is presented that increases the efficiency of algorithms in terms of computation time. It is applied to the algorithm NS in [1] and results in significant performance improvements. In addition a programming bug is shown in the original version of NS.

Zusammenfassung

Es wird ein allgemeines Initialisierungsprinzip vorgeschlagen, das die Effizienz von Algorithmen bezüglich der Rechenzeit erhöht. Seine Anwendung auf den Algorithmus NS aus [1] und die daraus resultierenden Verbesserungen werden vorgeführt. Außerdem wird auf einen Programmierfehler in der Originalversion von NS hingewiesen.

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References

  1. Ahrens, J. H., Dieter, U.: Computer Methods for Sampling from Gamma, Beta, Poisson and Binomial Distributions. Computing12, 223–246 (1974).

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Authors and Affiliations

  1. Institut für Quantitative Ökonomik und Statistik Fachrichtung Angewandte Statistik, Freie Universität Berlin, Corrensplatz 2, D-1000, Berlin 33

    N. Apostolopoulos & G. Schuff

Authors
  1. N. Apostolopoulos
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  2. G. Schuff
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Apostolopoulos, N., Schuff, G. Initializing algorithms: A note to the article “Computer methods for sampling from gamma, beta, poisson and binomial distributions”. Computing 22, 185–189 (1979). https://doi.org/10.1007/BF02253129

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  • DOI: https://doi.org/10.1007/BF02253129

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