Fast generation of discrete random variables

Journal of Statistical Software

Volumn 11, Issue , 2004, Pages 1-8

  Marsaglia, George ^a   Tsang, Wai Wan ^b   Wang, Jingbo ^b  

^a FLORIDA STATE UNIVERSITY   (United States)

^b UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 4544244404     PISSN: 15487660     EISSN: None     Source Type: Journal    
DOI: 10.18637/jss.v011.i03     Document Type: Article

References (12)

1. Ahrens, J. H. and Dieter, U. (1982), Computer Generation of Poisson Deviates from Modified Normal Distributions, ACM Transaction on Mathematical Software(TOMS), Volume 8, Issue 2.
2. Handbook of Mathematical Functions, edited by M.Abramowitz and I.A.Stegun, Washington D.C.; U.S. Government Printing Office, 1964.
3. Kachitvichyanukul, V. and Schmeiser, B. W. (1988), Binomial Random Variate Generation, Communications of the ACM, 31, 2.
4. Marsaglia,G. (1963), Generating discrete random variables in a computer, Commumications of the ACM, 6, 37-38.
5. Marsaglia, G. (2003), Xorshift RNGs, Journal Statistical Software, 8, Issue 14.
6. Marsaglia G. and Tsang, Wai Wan (1984), A fast, easily implemented method for sampling from decreasing or symmetric unimodal density functions, SIAM Journal Scientific and Statistical Computing, 5, 349-359.
7. Marsaglia G. and Tsang, Wai Wan (1987), A decision tree algorithm for squaring the histogram in random number generation, Ars Combinatoria, 23A, 291-301.
8. Marsaglia G. and Tsang, Wai Wan (1998), The Monty Python method for generating random variables, ACM Transactions on Mathematical Software, Vol. 24, No. 3, 341-350.
9. Stadlober, E. (1989), Ratio of uniforms as a convenient method for sampling from classical discrete distributions, Proceedings of the 21st conference on Winter simulation.
10. Stadlober, E. and Zechner, Heinz (1999), The patchwork rejection technique for sampling from unimodal distributions, ACM Transaction on Modeling and Computer Simulation(TOMACS), Volume 9, Issue 1.
11. Tsang, Wai Wan (1981), Analysis of the square-the-histogram method for generating discrete random variables, M.Sc. Thesis, Department of Computer Science, Washington State University.
12. Walker, A.J. (1974), Fast generation of uniformly distributed pseudorandom numbers with floating point representation. Electronics Letters 10, 553-554.