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A representation for discrete distributions by equiprobable mixtures

Published online by Cambridge University Press:  14 July 2016

Arthur V. Peterson Jr.  and
Richard A. Kronmal
Arthur V. Peterson Jr.*
Affiliation:
University of Washington and Fred Hutchinson Cancer Research Center
Richard A. Kronmal*
Affiliation:
University of Washington
*
∗Postal address: Department of Biostatistics, SC–32, University of Washington, Seattle, WA 98195, U.S.A.
∗Postal address: Department of Biostatistics, SC–32, University of Washington, Seattle, WA 98195, U.S.A.
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Abstract

We obtain a representation of an arbitrary discrete distribution with n mass points by an equiprobable mixture of r distributions, each of which has no more than a (≧2) mass points, where r is the smallest integer greater than or equal to (n – 1)/(a – 1). An application to the generation of discrete random variables on a computer is described, which has as an important special case Walker's (1977) alias method.

Keywords

REPRESENTATIONSDISCRETE DISTRIBUTIONEQUIPROBABLE MIXTURERANDOM NUMBER GENERATIONMONTE CARLOALIAS METHOD
Type
Research Papers
Information
Journal of Applied Probability , Volume 17 , Issue 1 , March 1980 , pp. 102 - 111
Copyright
Copyright © Applied Probability Trust 1980 

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References

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