The Exact-Approximation Method for Generating Random Variables in a Computer

DOI10.2307/2288360zbMATH Open0552.65005OpenAlexW4248675800MaRDI QIDQ3345656FDOQ3345656

George Marsaglia

Publication date: 1984

Full work available at URL: https://doi.org/10.2307/2288360

zbMATH Keywords

gamma-and t-variatesinverse of a probability distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cited In (16)

• A supplement to sowey's bibliography on random number generation and related topics
• The generation of binomial random variates
• Simulation of truncated and unimodal gamma distributions
• A fast algorithm for sampling from the posterior of a von Mises distribution
• A Method for Computer Generation of Variates from Arbitrary Continuous Distributions
• The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
• On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
• The squeeze method for generating gamma variates
• SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
• An alias method for sampling from the normal distribution
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• A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
• Two-stage multiple comparisons with the average for normal distributions under heteroscedasticity
• Non-uniform random variate generation by the vertical strip method

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