Computer methods for sampling from the exponential and normal distributions

DOI10.1145/355604.361593MaRDI QIDQ5660394zbMATH OpenOpenAlexFDO

Authors Joachim H. Ahrens, Ulrich Dieter

Publication date 1972

Published in Communications of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/355604.361593

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cited in

(25)

• Sampling from binomial and Poisson distributions: a method with bounded computation times
• Computer methods for efficient sampling from largely arbitrary statistical distributions
• Generating the maximum of independent identically distributed random variables
• On a generation of normal pseudo-random numbers
• The Monte Carlo method
• An economical method for random number generation and a normal generator
• A special method to sample some probability density functions
• An alias method for sampling from the normal distribution
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Non-uniform random variate generation by the vertical strip method
• Generation of Gaussian distributed random numbers by using a numerical inversion method
• A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
• Secure random sampling in differential privacy
• High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
• A combinatorial method for the generation of normally distributed random numbers
• A simulation study of some nonparametric regression estimators
• Simulation of a local time fractional stable motion
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
• A Complete Guide to Gamma Variate Generation
• Computer generation of random variates from the tail of t and normal distributions
• Fast procedures for generating stationary normal vectors
• A robust test for the coincidence of regressions
• Generating non- normal stable variates using limit theorem properties
• Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers
• A supplement to sowey's bibliography on random number generation and related topics

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