A one-table method for sampling from continuous and discrete distributions

DOI10.1007/BF02238128zbMath0821.65100OpenAlexW1515203098MaRDI QIDQ1345428

Joachim H. Ahrens

Publication date: 27 September 1995

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02238128

zbMATH Keywords

samplingalgorithmsnumerical examplescomputer programsacceptance-rejection procedurecontinuous and discrete distributions

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Interval and finite arithmetic (65G30) Probabilistic methods, stochastic differential equations (65C99)

Related Items (7)

Simulating bessel random variables ⋮ Short universal generators via generalized ratio-of-uniforms method ⋮ Generating generalized inverse Gaussian random variates ⋮ Direct sampling with a step function ⋮ Asymptotically Optimal Design Points for Rejection Algorithms ⋮ Fast simulation of truncated Gaussian distributions ⋮ Simulation of thep-generalized Gaussian distribution

Cites Work

• An alias method for sampling from the normal distribution
• A Note on the Generation of Random Normal Deviates
• An Efficient Method for Generating Discrete Random Variables with General Distributions
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A one-table method for sampling from continuous and discrete distributions