Computer generation of generalized negative binomial deviates

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2 Scopus citations

Abstract

The generalized negative binomial distribution (GNBD) has been found useful in many fields of study such as random walk, queueing theory, branching processes and polymerization reaction in chemistry. In this paper, some methods of sampling from the GNBD are presented. The inversion algorithm, rejection algorithm, and branching algorithm are compared. In one region of the parameter space, the branching algorithm is the fastest and in another region, the inversion algorithm provides the fastest times.

Original languageEnglish
Pages (from-to)107-122
Number of pages16
JournalJournal of Statistical Computation and Simulation
Volume60
Issue number2
DOIs
StatePublished - 1998

Keywords

  • Algorithms
  • Branching process
  • Inversion method
  • Rejection method

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