• Mathematics, Computer Science
  • Published in
    IEEE Trans. Information…
    1997
  • DOI:10.1109/18.556116

Interval algorithm for random number generation

@article{Han1997IntervalAF,
  title={Interval algorithm for random number generation},
  author={Te Sun Han and Mamoru Hoshi},
  journal={IEEE Trans. Information Theory},
  year={1997},
  volume={43},
  pages={599-611}
}
The problem of generating a random number with an arbitrary probability distribution by using a general biased M-coin is studied. An efficient and very simple algorithm based on the successive refinement of partitions of the unit interval (0, 1), which we call the interval algorithm, is proposed. A fairly tight evaluation on the efficiency is given. Generalizations of the interval algorithm to the following cases are investigated: (1) output sequence is independent and identically distributed… CONTINUE READING

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