Computer Generation of Random Variables: A Tutorial

DOI10.2307/1402590zbMATH Open0522.65001OpenAlexW2318844236MaRDI QIDQ3672965FDOQ3672965

B. D. Ripley

Publication date: 1983

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1402590

zbMATH Keywords

simulationspectral testpseudorandom numberscongruential generatorsalias methodlattice testrejection methodsratio methodtausworthe generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited In (11)

• Numerical evaluation of a multi-stream pseudo-random number generator
• Drawing a random sample from a density selected at random
• Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers
• Random number generators for a pocket calculator
• Tests based on weighted rankings in complete blocks: exact distribution and monte carlo simulation
• On the autocorrelation structure of inversive congruential pseudorandom number sequences
• Uses and abuses of statistical simulation
• A new MM algorithm for root-finding problems
• Generating random vectors from a bivariate random walk density function
• Sensitivity of sample values not generated by inversion
• A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method

Uses Software

• AS 183

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