Computer generation of hypergeometric random variates†

1 August 1985

journal article
research article
Published by Taylor & Francis in Journal of Statistical Computation and Simulation

Vol. 22 (2) , 127-145
https://doi.org/10.1080/00949658508810839

Abstract

The paper presents an exact, uniformly fast algorithm for generating random variates from the hypergeometric distribution. The overall algorithm framework is acceptance/ rejection and is implemented via composition. Three subdensities are used, one is uniform and the other two are exponential. The algorithm is compared with algorithms based on sampling without replacement, inversion, and aliasing. A comprehensive survey of existing algorithms is also given.

Keywords

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