Computer methods for sampling from gamma, beta, poisson and bionomial distributions

Computing

Volumn 12, Issue 3, 1974, Pages 223-246

  Ahrens, J H ^a   Dieter, U ^b  

^a DALHOUSIE UNIVERSITY   (Canada)

^b Lehrkanzel und Institut für Mathematische Statistik ^*  (Austria)

Author keywords

bei distribution; binomial distribution; gamma distribution; normal distribution; numerical analysis; Poisson distribution; pseudorandom; Random numbers; simulation

Indexed keywords

MATHEMATICAL PROGRAMMING;

RANDOM NUMBERS;

PROBABILITY;

EID: 0015967277     PISSN: 0010485X     EISSN: 14365057     Source Type: Journal    
DOI: 10.1007/BF02293108     Document Type: Article

References (23)

1. Computer methods for sampling from the exponential and normal distributions
2. Extensions of Forsythe's method for random sampling from the normal distribution
3. Pseudo-random numbers: A new proposal for the choice of multiplicators
4. A note on the generation of beta-distributed and gamma-distributed random variables
5. Remarks on beta-distributed random numbers
6. Autokorrelation multiplikativ-erzeugter Pseudo-Zufallszahlen
7. Pseudo-random numbers: The exact distribution of pairs
8. An exact determination of serial correlations of pseudo-random numbers
9. A combinational method for the generation of normally distributed random numbers
10. Von Neumann's comparison method for random sampling from the normal and other distributions
11. Erzeugen von betaverteilten und gammaverteilten Zufallszahlen
12. A fast procedure for generating normal random variables
13. Expressing a random variable in terms of uniform random variables
14. A simple algorithm for generating binomial random variables when N is large
15. Various techniques in connection with random digits. Monte Carlo Methods