scientific article; zbMATH DE number 269483

zbMATH Open0771.62016MaRDI QIDQ5288433FDOQ5288433

Authors Joachim H. Ahrens 

Publication date 18 August 1993

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)

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• 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 no real title available?)
• 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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