The Monty Python Method for Generating Random Variables

ACM Transactions on Mathematical Software

Volumn 24, Issue 3, 1998, Pages 341-350

  Marsaglia, George ^a   Tsang, Wai Wan ^b  

^a FLORIDA STATE UNIVERSITY   (United States)

^b NONE

Author keywords

Algorithms; Monty Python method; Normal variates; Probability and statistics; Simulation theory; t variates; Theory; Von Mises variates

Indexed keywords

ALGORITHMS; PROBABILITY; RANDOM PROCESSES; SUBROUTINES;

MONTY PYTHON METHOD;

RANDOM NUMBER GENERATION;

EID: 0032155866     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/292395.292453     Document Type: Article

References (6)

1. DEVROYE, L. 1986. Non-Uniform Random Variate Generation, Springer-Verlag, New York.
2. MARSAGLIA, G. 1984. The exact-approximation method for generating random variables. J. Am. Stat. Assoc. 79, 218-221.
3. MARSAGLIA, G. 1996. The Marsaglia Random Number CDROM, with the DIEHARD Battery of Tests of Randomness. Department of Statistics, Florida State University. Available by ftp through the Department of Computer Science, Univ. of Hong Kong: http://www.cs.hku.hk/ ftp.html
4. MARSAGLIA, G. AND TSANG, W. W. 1984. A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions. SIAM J. Sci. Stat. Comput. 5, 349-359.
5. MINH, D. L. 1988. Generating gamma variates. ACM Trans. Math. Softw. 14, 261-266.
6. ZECHNER, H. AND STADLOBER, E. 1993. Generating beta variates via patchwork rejection. Computing 50, 1-18.