Efficient generation of exponential and normal deviates

DOI10.1080/10629360500108004zbMath1157.62329OpenAlexW2113105876MaRDI QIDQ5290912

Brad C. Johnson, Herman Rubin

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

zbMATH Keywords

acceptance-complementexponential deviatesnormal deviates

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Statistical distribution theory (62E99)

Related Items (3)

A stochastic method for solving time-fractional differential equations ⋮ A modified ziggurat algorithm for generating exponentially and normally distributed pseudorandom numbers ⋮ Random numbers from the tails of probability distributions using the transformation method

Uses Software

• Ziggurat

Cites Work

• 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
• Unnamed Item

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