论文信息 - A fast procedure for generating exponential random variables - 字舞流文

A fast procedure for generating exponential random variables

A very fast method for generating exponential random variables in a digital computer is outlined.

George Marsaglia | M. Donald MacLaren | T. A. Bray | M. D. MacLaren | G. Marsaglia

[1] George Marsaglia. Generating discrete random variables in a computer , 1963, CACM.

[2] G. Marsaglia. Generating Exponential Random Variables , 1961 .

[3] George Marsaglia,et al. A fast procedure for generating normal random variables , 1964, CACM.