- Paperback: 843 pages
- Publisher: Springer; 1986 edition (November 18, 2013)
- Language: English
- ISBN-10: 1461386454
- ISBN-13: 978-1461386452
- Product Dimensions: 6.1 x 1.7 x 9.2 inches
- Shipping Weight: 2.7 pounds (View shipping rates and policies)
- Average Customer Review: 7 customer reviews
- Amazon Best Sellers Rank: #4,431,613 in Books (See Top 100 in Books)
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Non-Uniform Random Variate Generation 1986th Edition
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A look at the author's web site (currently at errors.pdf off his main page) shows that, e.g., the algorithm on page 511 for Poisson r.v.'s has four serious bugs. This means that the main algorithm for one of the most important discrete distributions was not coded and tested by the author!
In fact, I believe this algorithm has at least one more bug, because I'm still seeing a small off-by-one anomaly in my implementation. The algorithm for binomial r.v.'s may have trouble as well -- I see problems for N=400, p=0.05. After 10 million draws (i.e., enough to get good statistics) I see deviations of counts in some bins near the peak (i.e. number of integer outcomes of the R.V.) of *8* standard deviations from the expected number of counts. So, be careful, and consider alternate implementations of the more complex algorithms.
Next step is Mr. Devroye home page with many of his personal details and "jokes". Unfortunately, all my attempts to open any links failed. In one case I was sent to the New Zealand newspaper which informed me that a serial rapist is floating around. I dropped my attempts, for the next joke by Mr. Devroye might be able to attach his favorite virus to the link. I spent my time to confirm a known fact that creative people usually have a finer taste.
My advice: unless you are looking for blind surprises try authors who respect their prospective readers.