Generation of Uniform Variates from Several Nearly Uniformly Distributed Variables

DOI10.1080/03610919008812849MaRDI QIDQ3352350zbMATH OpenOpenAlexFDO

Authors Lih-Yuan Deng, E. Olusegun George

Publication date 1990

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919008812849

zbMATH Keywords

inverse c.d.f. methodnearly uniformly distributed variablesrobustnessuniform pseudo-random number generator

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Random number generation in numerical analysis (65C10)

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Cites work

• A Method for Obtaining Random Numbers
• On combining pseudorandom number generators
• One-line random number generators and their use in combinations
• Regularities in congruential random number generators
• Robustness of some non‐uniform random variate generators
• Uniform Random Number Generators

Cited in

(20)

• Discrete random variate generation using uniformization
• Several extensively tested multiple recursive random number generators
• Some characterizations of the uniform distribution with applications to random number generation
• Generation of pseudo-random variates with fixed sum and product
• Systematic searches for good multiple recursive random number generators
• Some remarks on a new composite random number generator
• A folk theorem for competing mechanisms
• A class of random number generators based on Weyl sequence
• Uniform fractional part: a simple fast method for generating continuous random variates
• scientific article; zbMATH DE number 3890431 (Why is no real title available?)
• Generating all distributions of objects to bins
• scientific article; zbMATH DE number 151642 (Why is no real title available?)
• Robustness of some non‐uniform random variate generators
• Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function
• Generating random variates from a bicompositional Dirichlet distribution
• Generating constrained random data with uniform distribution
• Generation of uniform distribution robust to nonequiprobability of the initial digits
• 64-bit and 128-bit DX random number generators
• Developments in secure random number generators
• Improving random number generators in the Monte Carlo simulations via twisting and combining

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Uses Software

• AS 183

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