Generating Random Numbers ~ Zipf(alpha<1)

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SUMMARY

The discussion centers on generating random numbers according to a Zipf distribution, specifically for parameters where alpha is less than 1. The only reliable method identified is referenced from a Google Books link, which does not function for alpha < 1. The proposed solution involves creating an array representing the cumulative distribution function (CDF) and generating a uniform random variable to compare against this array. However, it is concluded that for alpha < 1, the Zipf distribution is not defined, rendering the approach ineffective.

PREREQUISITES
  • Understanding of Zipf distribution and its properties
  • Knowledge of cumulative distribution functions (CDF)
  • Familiarity with random variable generation techniques
  • Basic programming skills for implementing algorithms
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  • Research the properties of Zipf distribution for alpha values greater than or equal to 1
  • Learn about alternative methods for generating random numbers from non-standard distributions
  • Explore the concept of inverse CDF sampling techniques
  • Investigate statistical software tools that support Zipf distribution simulations
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Statisticians, data scientists, and software developers interested in random number generation and statistical modeling, particularly those working with Zipf distributions.

zbobet2012
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The only reliable method of generating random numbers according to a Zipf distribution I have been able to find was here:

http://books.google.com/books?id=ER...AEwBw#v=onepage&q=inverse CDF of zipf&f=false

but this does not work for parameters of alpha < 1. My first instinct is to generate an array a such that a_{i} represents the CDF at that point, than generate a RV U~Uniform and check it against each bin to see if it is less than that item. (E.g. if P(1)=0.5, P(2)=0.25, P(3)=.125 than a_{1}=0.5, a_{2}=0.75, a_{3}=0.875 and U_{1}=0.4, U_{2}=0.55, U_{3}=0.9 than we return 1 when we generate U_{1} and 2 for U_{2} etc. Will this generate a correct distribution?
 
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