Efficient generation of exponential and normal deviates
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Publication:5290912
DOI10.1080/10629360500108004zbMath1157.62329MaRDI QIDQ5290912
Publication date: 3 May 2006
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10629360500108004
Uses Software
Cites Work
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- An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables
- A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions
- A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables
- Mersenne twister