- In the first stage,kindependent Poisson values(Xare generated by the POISSNORM method.1...Xk)
- Letm*denote sum of the generatedkPoisson variates:
- Ifm*=m, the first-stage sample has the required distribution.
- Ifm*>m, the sample is discarded and the first stage is repeated.
- Ifm*<m,m*-mobservations are generated by the Direct method (see [Charles93] for details):
- m*-muniformly distributed independent random variatesUare generated on the interval (0, 1).i
- The componentXis incremented by 1 ifi