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Generating Discrete Random Variates

In: Essentials of Monte Carlo Simulation

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  • Nick T. Thomopoulos

    (Illinois Institute of Technology, Stuart School of Business)

Abstract

This chapter shows how to transform continuous uniform random variates, u∼U(0,1), to random discrete variates for a variable that comes from one of the more common discrete probability distributions. The probability distributions described here are the following: discrete arbitrary, discrete uniform, Bernoulli, binomial, hyper-geometric, geometric, Pascal and Poisson.

Suggested Citation

  • Nick T. Thomopoulos, 2013. "Generating Discrete Random Variates," Springer Books, in: Essentials of Monte Carlo Simulation, edition 127, chapter 0, pages 45-55, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4614-6022-0_5
    DOI: 10.1007/978-1-4614-6022-0_5
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