Random variate generation

The presentation begins with a discussion of basic concepts and concludes with a state of the art survey of methods for generating random variates on a digital computer. This paper updates the more than 300 references cited in last year's paper. Copies of the visual aids are given.

[1]  Joachim H. Ahrens,et al.  Computer Generation of Poisson Deviates from Modified Normal Distributions , 1982, TOMS.

[2]  Pandu R. Tadikamalla,et al.  A Look at the Burr and Related Distributioni , 1980 .

[3]  G. E. Thomas,et al.  Remark AS R19 and Algorithm AS 109: A Remark on Algorithms: AS 63: The Incomplete Beta Integral AS 64: Inverse of the Incomplete Beta Function Ratio , 1977 .

[4]  George Marsaglia A general method for producing random variables in a computer , 1966, AFIPS '66 (Fall).

[5]  Jon Louis Bentley,et al.  Generating Sorted Lists of Random Numbers , 1980, TOMS.

[6]  M. E. Johnson,et al.  A Bivariate Distribution Family with Specified Marginals , 1981 .

[7]  Bruce W. Schmeiser Random Variate Generation: A Survey. , 1980 .

[8]  Richard A. Kronmal,et al.  A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables , 1981 .

[9]  J. Friedman,et al.  RANDOM EVENT GENERATION WITH PREFERRED FREQUENCY DISTRIBUTIONS. , 1971 .

[10]  H. Kahn,et al.  Random sampling (Monte Carlo) techniques in neutron attenuation problems--I. , 1950, Nucleonics.

[11]  N. L. Johnson,et al.  Systems of frequency curves generated by methods of translation. , 1949, Biometrika.

[12]  H. Kahn Random sampling (Monte Carlo) techniques in neutron attenuation problems--II. , 1950, Nucleonics.

[13]  M. R. Mickey,et al.  Population correlation matrices for sampling experiments , 1978 .

[14]  C. D. Kemp,et al.  Fast Methods for Generating Bivariate Discrete Random Variables , 1981 .

[15]  Marcel F. Neuts,et al.  Generating random variates from a distribution of phase type , 1981, WSC '81.

[16]  Luc Devroye On the computer generation of random convex hulls , 1982 .

[17]  U. Dieter,et al.  Computer Generation from Modified Normal , 1982 .

[18]  G. P. Bhattacharjee,et al.  Inverse of the Incomplete Beta Function Ratio , 1973 .

[19]  Hon-Shiang Lau,et al.  On Handling Dependent Random Variables in Risk Analysis , 1978 .