(Ahrens and Dieter 1974) For generating the binomial, write the probability p in its binary expansion p = .p1p2 ···base 2 = ∞ i=1 pi2−i . Consider the following algorithm. Algorithm CO (Count Ones)...


(Ahrens and Dieter 1974) For generating the binomial, write the probability p in its binary expansion p = .p1p2 ···base 2 = ∞ i=1 pi2−i . Consider the following algorithm. Algorithm CO (Count Ones) (0) Initialize m = n, J = 0, i = 0.


(1) Increment i = i + 1, and generate k ∼ binomial(m,1/2).


(2) If pj = 1 then m = k; else J = J + k and m = m − k.


(3) If m = 0 then deliver J ; else go to (1).


Show that this generates the binomial distribution. (This algorithm will fly if the computer has a machine instruction to add the number of ones in a string of random bits of length m that is binomial(m,1/2). If your computer has such a machine instruction, you might consider comparing this algorithm’s performance with gbrus.)



May 03, 2022
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