A linear algorithm for generating random numbers with a given distribution

1 January 1991

journal article
Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Software Engineering

Vol. 17 (9) , 972-975
https://doi.org/10.1109/32.92917

Abstract

Let xi be a random variable over a finite set with an arbitrary probability distribution. Improvements to a fast method of generating sample values for xi in constant time are suggested. The proposed modification reduces the time required for initialization to O(n). For a simple genetic algorithm, this improvement changes an O(g n 1n n) algorithm into an O(g n) algorithm (where g is the number of generations, and n is the population size).

Keywords

This publication has 2 references indexed in Scilit:

An Efficient Method for Generating Discrete Random Variables with General Distributions
ACM Transactions on Mathematical Software, 1977
A pseudo-random pulse train generator with controllable rate for modelling of audiometric systems
Radio and Electronic Engineer, 1972