Optimal rolling of fair dice using fair coins
In 1976, Knuth and Yao presented an algorithm for sampling from a finite distribution using flips of a fair coin that on average used the optimal number of flips. Here we show how to easily run their algorithm for the special case of rolling a fair die that uses memory linear in the input. Analysis of this algorithm yields a bound on the average number of coin flips needed that is slightly better than the original Knuth-Yao bound. This can then be extended to discrete distributions in a near optimal number of flips again using memory linear in the input.
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