An algorithm for the generation of random numbers with density C exp(- | x| ^)

DOI10.1016/0021-9991(90)90191-3MaRDI QIDQ915331zbMATH OpenOpenAlexFDO

Authors Elsie Sterbin Gottlieb

Publication date 1990

Published in Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9991(90)90191-3

zbMATH Keywords

algorithmrandom number generationnumerical simulationpolar methodacceptance rejection testsexponential densityoverall performancestatistical processes

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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Cites work

• A Note on the Generation of Random Normal Deviates
• Von Neumann's Comparison Method for Random Sampling from the Normal and Other Distributions

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