We describe two methods and provide C programs for generating discrete random variables with functions that are simple and fast, averaging ten times as fast as published methods and more than five times as fast as the fastest of those. We provide general procedures for implementing the two methods, as well as specific procedures for three of the most important discrete distributions: Poisson, binomial and hypergeometric
One of the most fundamental and frequently used operations in the process of simulating a stochastic...
We offer a procedure for generating a gamma variate as the cube of a suitably scaled normal variate....
This text presents an overview on multivariate discrete distributions such as the multivariate Poiss...
We describe two methods and provide C programs for generating discrete random variables with functio...
We describe two methods and provide C programs for generating discrete random variables with functio...
This research is focused on the development of exact, uniformly fast computer algorithms for generat...
In order to carry out the simulation, we need a source of random numbers distributed according to th...
In order to carry out the simulation, we need a source of random numbers distributed according to th...
We give optimal algorithms for generating discrete random variables for changing distributions. We ...
: The automatic Algorithm ARI developed in this paper can generate variates from a large class of u...
An algorithm is presented which efficiently solves the problem of uniformity generating distribution...
Methods are developed, and Fortran 63 CODAP computer programs are demonstrated, to generate random ...
We provide a new version of our ziggurat method for generating a random variable from a given decrea...
(J V k. Approximate algorithms have long been the only available methods for generating Poisson rand...
We suggest an interesting and fast method for generating normal, exponential, t, von Mises, and cert...
One of the most fundamental and frequently used operations in the process of simulating a stochastic...
We offer a procedure for generating a gamma variate as the cube of a suitably scaled normal variate....
This text presents an overview on multivariate discrete distributions such as the multivariate Poiss...
We describe two methods and provide C programs for generating discrete random variables with functio...
We describe two methods and provide C programs for generating discrete random variables with functio...
This research is focused on the development of exact, uniformly fast computer algorithms for generat...
In order to carry out the simulation, we need a source of random numbers distributed according to th...
In order to carry out the simulation, we need a source of random numbers distributed according to th...
We give optimal algorithms for generating discrete random variables for changing distributions. We ...
: The automatic Algorithm ARI developed in this paper can generate variates from a large class of u...
An algorithm is presented which efficiently solves the problem of uniformity generating distribution...
Methods are developed, and Fortran 63 CODAP computer programs are demonstrated, to generate random ...
We provide a new version of our ziggurat method for generating a random variable from a given decrea...
(J V k. Approximate algorithms have long been the only available methods for generating Poisson rand...
We suggest an interesting and fast method for generating normal, exponential, t, von Mises, and cert...
One of the most fundamental and frequently used operations in the process of simulating a stochastic...
We offer a procedure for generating a gamma variate as the cube of a suitably scaled normal variate....
This text presents an overview on multivariate discrete distributions such as the multivariate Poiss...