Selecting input models and random variate generation

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Selecting input models and random variate generation

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Winter Simulation Conference archive
Proceedings of the 25th conference on Winter simulation table of contents

Los Angeles, California, United States

Pages: 34 - 40

Year of Publication: 1993

ISBN:0-7803-1381-X

Author

Russell C. H. Cheng

School of Mathematics, University of Wales College of Cardiff, Senghennydd Road, Cardiff CF2 4 AG, Wales

Sponsors

IEEE-CS : Computer Society
IEEE-SMCS : Systems, Man & Cybernetics Society
ACM: Association for Computing Machinery
ORSA : Operations Research Society of America
SIGSIM: ACM Special Interest Group on Simulation and Modeling
IIE : Institute of Industrial Engineers
SCS : Society for Computer Simulation
ASA : American Statistical Association
NIST : National Institue of Standards & Technology
TIMS/CSG :

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 0, Downloads (12 Months): 11, Citation Count: 2

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references cited by collaborative colleagues

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

	1	Paul Bratley , Bennett L Fox , Linus E Schrage, A guide to simulation (2nd ed.), Springer-Verlag New York, Inc., New York, NY, 1986
	2	Cheng, R.C.H. 1977 The generation of gamma variables with non-integral shape parameter, Applied Statistics, 26, 71-75
	3	Russell C. H. Cheng, Distribution fitting and random number and variate generation, Proceedings of the 24th conference on Winter simulation, p.74-81, December 13-16, 1992, Arlington, Virginia, United States [doi>10.1145/167293.167304]
	4	Devroye, L. 1986. Non-Uniform Random Variate Generatzou. New York: Springer-Verlag.
	5	George S. Fishman, Sampling from the gamma distribution on a computer, Communications of the ACM, v.19 n.7, p.407-409, July 1976 [doi>10.1145/360248.360256]
	6	Kronmal, R.A. and Peterson, A.V.Jr. 1979. On the alias method for generating random variables from a discrete distribution, American Stat2stician, 33, 214-218.
	7	Averill M. Law , W. David Kelton, Simulation Modeling and Analysis, McGraw-Hill Higher Education, 1997
	8	Pierre L'Ecuyer, Testing random number generators, Proceedings of the 24th conference on Winter simulation, p.305-313, December 13-16, 1992, Arlington, Virginia, United States [doi>10.1145/167293.167354]
	9	P. A. W. Lewis , E. J. Orav, Simulation methodology for statisticians, operations analysts, and engineers: vol. 1, Wadsworth Publ. Co., Belmont, CA, 1989
	10	Marsaglia, G. and Bray, T.A. 1964. A convenient method for generating normal variables. SlAM Review, 6, 260-264.
	11	Byron J.T. Morgan, Elements of simulation, Chapman & Hall, Ltd., London, UK, 1984
	12	Brian D. Ripley, Stochastic simulation, John Wiley & Sons, Inc., New York, NY, 1987
	13	B. D. Ripley, Thoughts on pseudorandom number generators, Journal of Computational and Applied Mathematics, v.31 n.1, p.153-163, July 1990 [doi>10.1016/0377-0427(90)90346-2]
	14	Alastair J. Walker, An Efficient Method for Generating Discrete Random Variables with General Distributions, ACM Transactions on Mathematical Software (TOMS), v.3 n.3, p.253-256, Sept. 1977 [doi>10.1145/355744.355749]

CITED BY 2

	Donald Gross , Matt Juttijudata, Sensitivity of output performance measures to input distributions in queueing simulation modeling, Proceedings of the 29th conference on Winter simulation, p.296-302, December 07-10, 1997, Atlanta, Georgia, United States
	Russell C. H. Cheng, Selecting input models, Proceedings of the 26th conference on Winter simulation, p.184-191, December 11-14, 1994, Orlando, Florida, United States

Collaborative Colleagues:

Russell C. H. Cheng: colleagues

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