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

DOI10.1016/0021-9991(90)90191-3zbMATH Open0702.65003OpenAlexW2405694689MaRDI QIDQ915331FDOQ915331

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

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zbMATH Keywords

algorithmrandom number generationnumerical simulationpolar methodacceptance rejection testsexponential densityoverall performancestatistical processes

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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

Cited In (7)

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• The Neumann-Forsythe method for simulation of an exponential family of distributions
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• The Editor's Corner: The Exponential Distribution

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