TY - JOUR
T1 - Generalized poisson random variate generation
AU - Famoye, Felix
N1 - Funding Information:
ACKNOWLEDGEMENTS The author gratefully acknowledges the support received from the FRCE Committee at Central Michigan University under Grant #42425 [Sabbatical Leave Request]. The author also thanks the Editor-in-Chief and the referees for their valuable comments and suggestions.
PY - 1997
Y1 - 1997
N2 - The generalized Poisson distribution has been used in many areas of study such as engineering, manufacturing, survival analysis, genetic, queuing and branching processes. This paper presents some methods of sampling from the generalized Poisson distribution. The inversion algorithm is compared with two distribution-specific methods. For low parameter values, the inversion method seems to be faster than both the distribution-specific methods. The paper also considers the use of normal approximation for the generalized Poisson distribution when parameter θ ≥ 10.
AB - The generalized Poisson distribution has been used in many areas of study such as engineering, manufacturing, survival analysis, genetic, queuing and branching processes. This paper presents some methods of sampling from the generalized Poisson distribution. The inversion algorithm is compared with two distribution-specific methods. For low parameter values, the inversion method seems to be faster than both the distribution-specific methods. The paper also considers the use of normal approximation for the generalized Poisson distribution when parameter θ ≥ 10.
KW - Branching method
KW - Generalized Poisson sampling
KW - Inverse transform method
KW - Normal approximation
KW - Rejection method
UR - http://www.scopus.com/inward/record.url?scp=0031359978&partnerID=8YFLogxK
U2 - 10.1080/01966324.1997.10737439
DO - 10.1080/01966324.1997.10737439
M3 - Article
AN - SCOPUS:0031359978
SN - 0196-6324
VL - 17
SP - 219
EP - 237
JO - American Journal of Mathematical and Management Sciences
JF - American Journal of Mathematical and Management Sciences
IS - 3-4
ER -