AN ALIAS METHOD FOR SAMPLING FROM THE NORMAL-DISTRIBUTION

被引：20

作者：

AHRENS, JH ^{[1
]}

DIETER, U ^{[1
]}

机构：

[1] GRAZ TECH UNIV,INST STAT,A-8010 GRAZ,AUSTRIA

来源：

COMPUTING | 1989年 / 42卷 / 2-3期

关键词：

D O I：

10.1007/BF02239745

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

引用

页码：159 / 170

页数：12

共 18 条

[1] COMPUTER METHODS FOR SAMPLING FROM EXPONENTIAL AND NORMAL DISTRIBUTIONS [J].

AHRENS, JH ;

DIETER, U .

COMMUNICATIONS OF THE ACM, 1972, 15 (10) :873-&

[2] EFFICIENT TABLE-FREE SAMPLING METHODS FOR THE EXPONENTIAL, CAUCHY, AND NORMAL-DISTRIBUTIONS [J].

AHRENS, JH ;

DIETER, U .

COMMUNICATIONS OF THE ACM, 1988, 31 (11) :1330-1337

[3] EXTENSIONS OF FORSYTHES METHOD FOR RANDOM SAMPLING FROM NORMAL DISTRIBUTION [J].

AHRENS, JH ;

DIETER, U .

MATHEMATICS OF COMPUTATION, 1973, 27 (124) :927-937

[4]

AHRENS JH, ALIAS METHOD SAMPLIN

[5]

AHRENS JH, 1988, COMPUTING, V41, P163

[6] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J].

BOX, GEP ;

MULLER, ME .

ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02) :610-611

[7]

Devroye L., 1986, NONUNIFORM RANDOM VA

[8] VONNEUMANNS COMPARISON METHOD FOR RANDOM SAMPLING FROM NORMAL AND OTHER DISTRIBUTIONS [J].

FORSYTHE, GE .

MATHEMATICS OF COMPUTATION, 1972, 26 (120) :817-826

[9]

Frauchiger D., 2013, PRINCIPLES DISCRETE

[10]

Kinderman A. J., 1977, ACM Transactions on Mathematical Software, V3, P257, DOI 10.1145/355744.355750

← 1 2 →