How to avoid logarithms in comparisons with uniform random variables

DOI10.1007/BF02238740MaRDI QIDQ1103317zbMATH OpenFDO

Authors Joachim H. Ahrens

Publication date 1989

Published in Computing (Search for Journal in Brave)

zbMATH Keywords

acceptance-rejectionrandom variableslogarithm

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3750146 (Why is no real title available?)
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates

Cited in

(1)

• An alias method for sampling from the normal distribution

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