Von Neumann's Comparison Method for Random Sampling from the Normal and Other Distributions

DOI10.2307/2005864zbMath0283.65003OpenAlexW4247009217MaRDI QIDQ4769870

George E. Forsythe

Publication date: 1972

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2005864

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10)

Related Items (11)

Isochronous Gaussian Sampling: From Inception to Implementation ⋮ Generating the maximum of independent identically distributed random variables ⋮ On a generation of normal pseudo-random numbers ⋮ The Monte Carlo method ⋮ On the computer generation of random variables with a given characteristic function ⋮ An algorithm for the generation of random numbers with density C exp(- \(\lambda\) \(| x| ^{\nu})\) ⋮ Exact simulation of diffusions ⋮ Sampling Exactly from the Normal Distribution ⋮ An alias method for sampling from the normal distribution ⋮ A combinatorial method for the generation of normally distributed random numbers ⋮ Computer methods for sampling from gamma, beta, Poisson and binomial distributions

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