On the Alias Method for Generating Random Variables from a Discrete Distribution
- 1 November 1979
- journal article
- research article
- Published by Taylor & Francis in The American Statistician
- Vol. 33 (4) , 214-218
- https://doi.org/10.1080/00031305.1979.10482697
Abstract
The alias method of Walker is a clever, new, fast method for generating random variables from an arbitrary, specified discrete distribution. A simple probabilistic proof is given, in terms of mixtures, that the method works for any discrete distribution with a finite number of outcomes. A more efficient version of the table-generating portion of the method is described. Finally, a brief discussion on efficiency of the method is given. We believe that the generality, speed, and simplicity of the method make it attractive for use in generating discrete random variables.Keywords
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