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Theory and Method

The Exact-Approximation Method for Generating Random Variables in a Computer

Pages 218-221 | Received 01 Feb 1979, Published online: 12 Mar 2012

References

  • Kinderman , A. J. , Monahan , J. F. and Ramage , J. G. 1977 . “Computer Methods for Sampling From Student's t-Distribution,” . Mathematics of Computation , 31 : 1009 – 1015 .
  • Marsaglia , George and Tsang , Wai Wan . 1984 . “A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions,” . SIAM Journal on Scientific and Statistical Computing , : 5
  • Marsaglia , George . 1961 . “Expressing A Random Variable in Terms of Uniform Random Variables,” . Annals of Mathematical Statistics , 32 : 894 – 898 .
  • Marsaglia , George . 1980 . “Generating Random Variables With a t-Distribution,” . Mathematics of Computation , 34 : 235 – 236 .
  • Polya , George . “Remarks on Computing the Probability Integral in One and Two Dimensions,” . Proceedings of the Berkeley Symposium on Mathematical Statistics and Probability . Edited by: Neyman , J. pp. 63 – 68 . University of California Press .
  • Von Neumann , John . 1951 . “Various Techniques Used in Connection With Random Digits,” 36 – 38 . U.S. National Bureau of Standards Applied Mathematics Series, No. 12

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