scientific article; zbMATH DE number 269483

zbMATH Open0771.62016MaRDI QIDQ5288433FDOQ5288433

Authors: Joachim H. Ahrens 

Publication date: 18 August 1993

Title of this publication is not available (Why is that?)

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zbMATH Keywords

Fortran algorithmsnear-optimal subdivisionsSAMPLE-routinesampling from arbitrary distributionstable generating algorithm SPLIT

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Statistical tables (62Q05) Statistical distribution theory (62E99)

Cited In (13)

• Layer sampling
• An automatic code generator for nonuniform random variate generation
• Fast simulation of truncated Gaussian distributions
• Computational procedures for deriving sampling distributions of attribute-contaminated random variables
• A one-table method for sampling from continuous and discrete distributions
• Sampling target distributions based on support alteration and discretization
• Short universal generators via generalized ratio-of-uniforms method
• Building initial partitions through sampling techniques
• Monte Carlo sampling of Maxwell and Gaussian distributions using a single random number
• Probabilistic divide-and-conquer: a new exact simulation method, with integer partitions as an example
• Title not available (Why is that?)
• Systematic alias sampling: an efficient and low-variance way to sample from a discrete distribution
• Direct sampling with a step function

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