Journal
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
Volume 37, Issue 2, Pages 241-257Publisher
TAYLOR & FRANCIS INC
DOI: 10.1080/03610910701790236
Keywords
Fisher's noncentral hypergeometric distribution; Monte Carlo simulation; sampling variate generation; Wallenius' noncentral hypergeometric distribution
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Several methods for generating variates with univariate and multivariate Wallenius' and Fisher's noncentral hypergeometric distributions are developed. Methods for the univariate distributions include: simulation of urn experiments, inversion by binary search, inversion by chop-down search from the mode, ratio-of-uniforms rejection method, and rejection by sampling in the tau domain. Methods for the multivariate distributions include: simulation of urn experiments, conditional method, Gibbs sampling, and Metropolis-Hastings sampling. These methods are useful for Monte Carlo simulation of models of biased sampling and models of evolution and for calculating moments and quantiles of the distributions.
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