A efficient binomial random number generator code in Java

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不知归路
不知归路 2020-12-06 20:16

The relevant question is: Algorithm to generate Poisson and binomial random numbers?

I just take her description for the Binomial random number:

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  •  北荒
    北荒 (楼主)
    2020-12-06 20:39

    I could imagine one way to speed it up by a constant factor (e.g. 4).

    After 4 throws you will toss a head 0,1,2,3 or 4.

    The probabilities for it are something like [0.6561, 0.2916, 0.0486, 0.0036, 0.0001].

    Now you can generate one number random number and simulate 4 original throws. If that's not clear how I can elaborate a little more.

    This way after some original pre-calculation you can speedup the process almost 4 times. The only requirement for it to be precise is that the granularity of your random generator is at least p^4.

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