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

DOI10.2307/2005864MaRDI QIDQ4769870zbMATH OpenOpenAlexFDO

Authors 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

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

Cited in

(11)

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

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