On Generating Random Variates from an Empirical Distribution
Hui-Chuan Chen, Yoshinori Asau · A I I E Transactions · 1974
This note presents a method for generating a sequence of random variates from an empirical distribution. Computational results show that the proposed method requires less computation time than two standard methods but requires only ten more words of memory. The savings in time becomes more significant as the number of distinct values contained in the distribution, or the sample size increases.