Abstract
Two algorithms are presented to generate random number samples from a Poisson distribution. The first algorithm exploits the relationship between the exponential distribution and the Poisson distribution. It is simple to implement, but its performance varies as a function of the mean of the distribution. The second algorithm uses a combination of techniques to efficiently generate samples in a time that is independent of the mean. This algorithm is found to be about ten times faster than the first algorithm for a particular set of parameters.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 31-41 |
| Number of pages | 11 |
| Journal | Transactions of the Society for Computer Simulation |
| Volume | 6 |
| Issue number | 1 |
| State | Published - Jan 1 1989 |