Home → Magazine Archive → February 1988 (Vol. 31, No. 2) → Binomial random variate generation → Abstract

Binomial random variate generation

By Voratas Kachitvichyanukul, Bruce W. Schmeiser

Communications of the ACM, Vol. 31 No. 2, Pages 216-222

Existing binomial random-variate generators are surveyed, and a new generator designed for moderate and large means is developed. The new algorithm, BTPE, has fixed memory requirements and is faster than other such algorithms, both when single, or when many variates are needed.

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