The Exact-Approximation Method for Generating Random Variables in a Computer

DOI10.2307/2288360MaRDI QIDQ3345656zbMATH OpenOpenAlexFDO

Authors George Marsaglia

Publication date 1984

Full work available at URL https://doi.org/10.2307/2288360

zbMATH Keywords

gamma-and t-variatesinverse of a probability distribution

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Recommendations

• scientific article; zbMATH DE number 549942
• scientific article; zbMATH DE number 41077
• A Complete Guide to Gamma Variate Generation
• scientific article; zbMATH DE number 3883485
• A new fast method for computer generation of gamma and beta random variables by transformations of uniform variables

Cited in

(19)

• The squeeze method for generating gamma variates
• Two-stage multiple comparisons with the average for normal distributions under heteroscedasticity
• An alias method for sampling from the normal distribution
• Non-uniform random variate generation by the vertical strip method
• A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications
• scientific article; zbMATH DE number 4022598 (Why is no real title available?)
• SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
• Polar Generation of Random Variates with the t-Distribution
• scientific article; zbMATH DE number 599415 (Why is no real title available?)
• An Automatic Method for Generating Random Variates with a Given Characteristic Function
• A Method for Computer Generation of Variates from Arbitrary Continuous Distributions
• scientific article; zbMATH DE number 2109843 (Why is no real title available?)
• The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
• The generation of binomial random variates
• Simulating random variables using moment-generating functions and the saddlepoint approximation
• A fast algorithm for sampling from the posterior of a von Mises distribution
• On a combination method of VDR and patchwork for generating uniform random points on a unit sphere
• A supplement to sowey's bibliography on random number generation and related topics
• Simulation of truncated and unimodal gamma distributions

This page was built for publication: The Exact-Approximation Method for Generating Random Variables in a Computer

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3345656)