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A representation for discrete distributions by equiprobable mixtures
Published online by Cambridge University Press: 14 July 2016
Abstract
We obtain a representation of an arbitrary discrete distribution with n mass points by an equiprobable mixture of r distributions, each of which has no more than a (≧2) mass points, where r is the smallest integer greater than or equal to (n – 1)/(a – 1). An application to the generation of discrete random variables on a computer is described, which has as an important special case Walker's (1977) alias method.
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- Copyright © Applied Probability Trust 1980
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