G. Brostrom et L. Nilsson, Acceptance-rejection sampling from the conditional distribution of independent discrete random variables, given their sum, STATISTICS, 34(3), 2000, pp. 247-257
The problem of drawing samples from the conditional distribution of a vecto
r of independent, but not necessarily identically distributed, discrete ran
dom variables, given their sum, is considered. The traditional method of ac
ceptance - rejection sampling can be impossible in practice if the statisti
c to condition upon has an extremely low probability of assuming the condit
ioning value. It is shown how the sufficiency principle combined with tilti
ng of distributions may be used to find an equivalent problem, where the co
nditioning event has a much higher probability to occur. As applications, a
test for proportional hazards in survival analysis and a test of no trend
in a legit model with offset are given.