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Computer methods for sampling from the exponential and normal distributions
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Communications of the ACM archive
Volume 15 ,  Issue 10  (October 1972) table of contents
Pages: 873 - 882  
Year of Publication: 1972
ISSN:0001-0782
Authors
J. H. Ahrens  Nova Scotia Technical College, Halifax, N. S., Canada
U. Dieter  Univ. Karlsruhe, Karlsruhe, West Germany
Publisher
ACM  New York, NY, USA
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Downloads (6 Weeks): 9,   Downloads (12 Months): 84,   Citation Count: 18
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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
Ahrens, J.H. Dieter, U., and Grube, A. Pseudo-random numbers. A new proposal for the choice of multiplicators. Computing 6 (1970), 121-138.
 
2
Box, G.E.P., and Muller, M.E. A note on the generation of random normal deviates. Ann. Math. Stat. 29 (1958), 610-611.
 
3
Dieter, U. Autokorrelation Multiplikative-erzeugter Pseudo-Zufallszahlen. Operations Res. Verfahren 6 (1969), 69-85.
 
4
Dieter, U.m Pseudo-random numbers: The exact distribution of pairs. Math. comput. 25 (1971), 855-883.
 
5
Dieter, U., Pseudo-random numbers: Permutations of triplets. J. Res. Nat. Bureao Standards 76B (Jan.-June 1972),
 
6
Dieter, U., and Ahrens, J. An exact determination of serial correlation of pseudo-random numbers. Numer. Math 17 (1971), 101-123.
 
7
Dieter, U., and ahrens, J. A combinatorial method for the generation of normally distributed random numbers. To appear.
 
8
Johnk, M.D. Erzeugen und Testen von Zufaliszahlen. Berichte aus demInstitut fur Statistik und aus dem Institut fur Angewandte Statistik der FU Berlin, Heft 6, Physics-Verlag Wurzburg, 1969.
 
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12
Marsaglia, G. Expressing a random variable in terms of uniform random variables. Ann. Math. Stat. 32 (1961), 894-899.
 
13
Marsaglia, G. Generating exponential random variables. Ann. Math. Stat. 32 (1961), 899-902.
 
14
Marsaglia, G. Random variables and computers. Trans. third Prague conf., 1962, pp. 499-512.
 
15
Marsagli, G. Generating a variable from the tail of the normal distribution. Technometries 6 91964), 101-102.
 
16
Marsaglia, G., and Bray, T.A. A convenient method for generating normal variables. SIAM Rev. 6 (1964), 260-264.
 
17
von Neumann, J. Various techniques in connection with random digits Monte Carlo methods. Nat. Bureau Standards, AMS 12 (1951), 36-28.
 
18
Sibuya, M., Exponential and other random variable generators. Ann. Inst. Stat. Math. 13 (1961/62), 231-237.

CITED BY  18