Richard A. Kronmal and Arthur V. Peterson, Jr. The alias method of Walker is a clever, new, fast method for generating random variables from an arbitrary, specified discrete distribution. A simple ...

Sample space, Field and Probability Measure. Axiomatic definition of Probability. Bayes' theorem. Repeated trials. Continuous and discrete random variables and their probability distribution and ...

Invariance of a random discrete distribution under size-biased permutation is equivalent to a conjunction of symmetry conditions on its finite-dimensional distributions. This is applied to ...

A random variable that can take only a certain specified set of individual possible values-for example, the positive integers 1, 2, 3, . . . For example, stock prices are discrete random variables, ...

(1) PROF. FRECHET'S "Généralités" represents the first volume only of a treatise which, as a whole, is to form part of the very important "Traité du calcul des probabilités"edited by Prof. Borel. The ...