Computer Generation of Random Variables Using the Ratio of Uniform Deviates

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Computer Generation of Random Variables Using the Ratio of Uniform Deviates

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ACM Transactions on Mathematical Software (TOMS) archive
Volume 3 , Issue 3 (September 1977) table of contents

Pages: 257 - 260

Year of Publication: 1977

ISSN:0098-3500

Authors

A. J. Kinderman	Department of Management Science, California State University at Northridge, Northridge, CA
J. F. Monahan	Applied Mathematics, Brookhaven National Laboratory, Upton, NY

Publisher

ACM New York, NY, USA

Bibliometrics

Downloads (6 Weeks): 14, Downloads (12 Months): 183, Citation Count: 20

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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	J. H. Ahrens , U. Dieter, Computer methods for sampling from the exponential and normal distributions, Communications of the ACM, v.15 n.10, p.873-882, Oct. 1972 [doi>10.1145/355604.361593]
	2	AHRENS, J.H., AND DIETER, U. Computer methods for sampling from gamma, beta, Poisson and binomiM distributions. Compulmg 12 (1974), 223-246.
	3	Richard P. Brent, Algorithm 488: A Gaussian pseudo-random number generator, Communications of the ACM, v.17 n.12, p.704-706, Dec 1974 [doi>10.1145/361604.361629]
	4	I{INDERMAN, A J, AND MONAHAN, J.F. Generating random variables from the ratio of two uniform deviates. Computer Science and Statistics: Proc. Ninth Annual Syrup. on the Interface, 1976.
	5	{I~INDERMAN, A.J, MONAHAN, J.F., AND RAMAGE, J.G. Computer generation of random variables with normal and student's l distribution. Proc. Statist. Comptng. Sect., Amer. Statist. Assoc., Washington, D.C., 1975, pp. 128-131.
	6	LEwis, P.A W., GOODMAN, A.S., AND MILI~ER, J M. A pseudo-random number generator for the System/360 IBM Syst. J 8 (1969), 136-146.
	7	MARSAGLIA, G Generating a variable from the tail of the normal distribution. Technomelrics 6 (1964), 101-102.
	8	MARSAGLIA, G., AND BRAY, T.A. A convenient method for generating normal variables. SIAM Rev. 6 (1964), 260-264.

CITED BY 20

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	Tapas K. Sarkar, A composition-alias method for generating gamma variates with shape parameter greater than 1, ACM Transactions on Mathematical Software (TOMS), v.22 n.4, p.484-492, Dec. 1996
	Joseph L. Leva, A fast normal random number generator, ACM Transactions on Mathematical Software (TOMS), v.18 n.4, p.449-453, Dec. 1992
	John T. Kent , Patrick D. L. Constable , Fikret Er, Simulation for the complex Bingham distribution, Statistics and Computing, v.14 n.1, p.53-57, January 2004
	John F. Monahan, An algorithm for generating chi random variables, ACM Transactions on Mathematical Software (TOMS), v.13 n.2, p.168-172, June 1987
	R. C. H. Cheng , G. M. Feast, Gamma variate generators with increased shape parameter range, Communications of the ACM, v.23 n.7, p.389-395, July 1980
	Richard A. Kronmal , Arthur V. Peterson, The alias and alias-rejection-mixture methods for generating random variables from probability distributions, Proceedings of the 11th conference on Winter simulation, p.269-280, December 03-05, 1979, San Diego, California, United States
	Joachim H. Ahrens , Ulrich Dieter, Efficient table-free sampling methods for the exponential, Cauchy, and normal distributions, Communications of the ACM, v.31 n.11, p.1330-1337, Nov. 1988
	Wolfgang Hörmann, A note on the quality of random variates generated by the ratio of uniforms method, ACM Transactions on Modeling and Computer Simulation (TOMACS), v.4 n.1, p.96-106, Jan. 1994
	C. J. Pérez , J. Martín , C. Rojano , F. J. Girón, Efficient generation of random vectors by using the ratio-of-uniforms method with ellipsoidal envelopes, Statistics and Computing, v.18 n.2, p.209-217, June 2008
	Zhenhai Yang , W. K. Pang , S. H. Hou , P. K. Leung, On a combination method of VDR and patchwork for generating uniform random points on a unit sphere, Journal of Multivariate Analysis, v.95 n.1, p.23-36, July 2005
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	Luc Devroye, Recent results in non-uniform random variate generation, Proceedings of the 13th conference on Winter simulation, p.517-521, December 09-11, 1981, Atlanta, Georgia, United States
	J. H. Ahrens , U. Dieter, Generating gamma variates by a modified rejection technique, Communications of the ACM, v.25 n.1, p.47-54, Jan. 1982
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	Josef Leydold, Automatic sampling with the ratio-of-uniforms method, ACM Transactions on Mathematical Software (TOMS), v.26 n.1, p.78-98, March 2000
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