An alias method for sampling from the normal distribution
From MaRDI portal
Publication:1825579
DOI10.1007/BF02239745zbMath0684.65005MaRDI QIDQ1825579
Joachim H. Ahrens, Ulrich Dieter
Publication date: 1989
Published in: Computing (Search for Journal in Brave)
Related Items
A one-table method for sampling from continuous and discrete distributions, Fast Gaussian random number generation using linear transformations, On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls, A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
Cites Work
- Unnamed Item
- Unnamed Item
- How to avoid logarithms in comparisons with uniform random variables
- A Note on the Generation of Random Normal Deviates
- The Exact-Approximation Method for Generating Random Variables in a Computer
- An Efficient Method for Generating Discrete Random Variables with General Distributions
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- Von Neumann's Comparison Method for Random Sampling from the Normal and Other Distributions
- Extensions of Forsythe's Method for Random Sampling from the Normal Distribution
- A fast procedure for generating normal random variables
- Computer methods for sampling from the exponential and normal distributions