The nonparametric sampling method is generic and can sample times to an event from any discrete (or discretizable) hazard without requiring any parametric assumption.The method is showcased with 5 commonly used distributions in discrete-event simulation models.The method produced very similar expected times to events, as well as their probability distribution, compared with analytical results.We provide a multivariate categorical sampling function for R and Python programming languages to sample times to events from processes with different hazards simultaneously.
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