Generating Exponential Random Variables

DOI10.1214/AOMS/1177704984MaRDI QIDQ5514936zbMATH OpenOpenAlexFDO

Authors George Marsaglia

Publication date 1961

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177704984

zbMATH Keywords

probability theory

Cited in

(13)

• Complexity and asymptotically optimal algorithms for modeling of absolutely continuous distributions
• Generating the maximum of independent identically distributed random variables
• A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
• Further consideration on normal variable generator
• On exponential and other random variable generators
• The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution
• A Complete Guide to Gamma Variate Generation
• On the characterization of the exponential distribution by the independence of its integer and fractional parts
• A study of the power of the rank transform test in a 2³factorial experiment
• Random variables with independent integer and fractional parts
• Deterministic Simulation of Random Processes
• Generation of random bivariate normal deviates and computation of related integrals
• Allgemeiner Bericht über Monte-Carlo-Methoden

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