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Theory and Method

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

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Pages 446-451 | Received 01 Dec 1978, Published online: 12 Mar 2012

References

  • Ahrens , J. H. and Dieter , Ulrich . 1973 . Non-Uniform Random Numbers , Austria : Institut für Math, Statistik, Technische Hochschule in Graz . unpublished manuscript
  • Ahrens , J. H. and Dieter , Ulrich . 1974 . “Computer Methods for Sampling From Beta, Gamma, and Binomial Distributions” . Computing (Arch. Electron. Rechnen) , 12 : 223 – 246 .
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  • Kinderman , Albert J. , Monahan , John F. and Ramage , John G. 1977 . “Computer Methods for Sampling From Student's t Distributions” . Mathematics of Computation , 31 : 1009 – 1017 .
  • Kinderman , Albert J. and Ramage , John G. 1976 . “Computer Generation of Normal Random Numbers” . Journal of the American Statistical Association , 71 : 893 – 896 .
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  • Marsaglia , George and Bray , T. A. 1964 . “A Convenient Method for Generating Normal Variables” . SIAM Review , 6 : 260 – 264 .
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  • Tadikamalla , Pandu R. 1979 . “Computer Generation of Gamma Random Variables–II” . Communications of the ACM , 21 : 925 – 927 .

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