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

DOI10.2307/2288360zbMath0552.65005OpenAlexW4248675800MaRDI QIDQ3345656

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)

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