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Journal of the American Statistical Association Volume 76, 1981 - Issue 374
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Theory and Method

A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables

Richard A. Kronmal Department of Biostatistics, University of Washington, Seattle, WA, 98195, USA
&
Arthur V. Peterson Jr. Department of Biostatistics, University of Washington, Fred Hutchinson Cancer Research Center, Seattle, WA, USA
Pages 446-451 | Received 01 Dec 1978, Published online: 12 Mar 2012

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Herman Rubin & Brad C. Johnson. (2006) Efficient generation of exponential and normal deviates. Journal of Statistical Computation and Simulation 76:6, pages 509-518.
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JeromeH. Friedman, Werner Stuetzle & Anne Schroeder. (1984) Projection Pursuit Density Estimation. Journal of the American Statistical Association 79:387, pages 599-608.
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Pandu R. Tadikamalla. (1984) Modeling and Generating Stochastic Inputs for Simulation Studies. American Journal of Mathematical and Management Sciences 4:3-4, pages 203-223.
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ArthurV. Peterson$suffix/text()$suffix/text() & RichardA. Kronmal. (1982) On Mixture Methods for the Computer Generation of Random Variables. The American Statistician 36:3a, pages 184-191.
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Articles from other publishers (18)

William L. Dunn & J. Kenneth Shultis. 2023. Exploring Monte Carlo Methods. Exploring Monte Carlo Methods 447 495 .
Annan Yang, Bo Li, Mao Yang, Zhongjiang Yan & Xuewei Cai. (2020) Utility Maximization of Capacity Entropy for Dense IEEE 802.11ax WLANs based on Interference Characteristics. Mobile Networks and Applications 27:1, pages 141-157.
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Dongjie Hua & Qinghui Jiang. (2022) Three‐Dimensional Modeling of Hysteresis in Rocks. Journal of Geophysical Research: Solid Earth 127:1.
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Luca Martino, David Luengo & Joaquín MíguezLuca Martino, David Luengo & Joaquín Míguez. 2018. Independent Random Sampling Methods. Independent Random Sampling Methods 65 113 .
M. Baes & P. Camps. (2015) SKIRT: The design of a suite of input models for Monte Carlo radiative transfer simulations. Astronomy and Computing 12, pages 33-44.
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Arthur V. Peterson & Richard A. Kronmal. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online 1 5 .
Arthur V. Peterson & Richard A. Kronmal. 2014. Wiley StatsRef: Statistics Reference Online. Wiley StatsRef: Statistics Reference Online.
Efraim Shmerling. (2013) A range reduction method for generating discrete random variables. Statistics & Probability Letters 83:4, pages 1094-1099.
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. 2012. Exploring Monte Carlo Methods. Exploring Monte Carlo Methods 307 336 .
Arthur V. Peterson & Richard A. Kronmal. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
J. Cole Smith & Sheldon H. Jacobson. (2005) An Analysis of the Alias Method for Discrete Random-Variate Generation. INFORMS Journal on Computing 17:3, pages 321-327.
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Arthur V. Peterson & Richard A. Kronmal. 2004. Encyclopedia of Statistical Sciences. Encyclopedia of Statistical Sciences.
M.T. Boswell, S.D. Gore, G.P. Patil & C. Taillie. 1993. Computational Statistics. Computational Statistics 661 721 .
Reuven Y. Rubinstein & Joseph Kriemer. (1988) A batch acceptance complement method for generating random variables. European Journal of Operational Research 35:2, pages 278-285.
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. 1988. Extreme Value Theory in Engineering. Extreme Value Theory in Engineering 341 382 .
Mark E. Johnson. 1987. Multivariate Statistical Simulation. Multivariate Statistical Simulation 211 218 .
Brian D. Ripley. 1987. Stochastic Simulation. Stochastic Simulation 200 214 .
Richard A. Kronmal & Arthur V. PetersonJr.Jr.. (1984) An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables. ACM Transactions on Mathematical Software 10:3, pages 271-281.
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