标题： 关于整数值随机变量的通用随机变量子生成器的注记 显示英文标题

标题： A note on a universal random variate generator for integer-valued random variables

摘要： 介绍了一种用于整数值平方可积随机变量的通用生成器。 该生成器基于对离散随机变量反演公式的一种推广的拒绝采样技术。 该提议产生了一个简单的算法，可以用几行代码实现，并且在考虑经典的分布族（如泊松分布和二项分布）时可能表现出良好的性能。 此外，该方法适用于计算机生成具有封闭形式特征函数但概率函数无法以简单解析方式表示的整数值随机变量。 作为这种框架的一个例子，提供了一个关于泊松-蒂德尔分布的应用。 显示英文摘要

摘要： A universal generator for integer-valued square-integrable random variables is introduced. The generator relies on a rejection technique based on a generalization of the inversion formula for integer-valued random variables. The proposal gives rise to a simple algorithm which may be implemented in a few code lines and which may show good performance when the classical families of distributions - such as the Poisson and the Binomial - are considered. In addition, the method is suitable for the computer generation of integer-valued random variables which display closed-form characteristic functions, but do not possess a probability function expressible in a simple analytical way. As an example of such a framework, an application to the Poisson-Tweedie distribution is provided.