How to avoid logarithms in comparisons with uniform random variables

DOI10.1007/BF02238740zbMath0645.65004MaRDI QIDQ1103317

Joachim H. Ahrens

Publication date: 1989

Published in: Computing (Search for Journal in Brave)

zbMATH Keywords

random variableslogarithmacceptance-rejection

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (1)

An alias method for sampling from the normal distribution

Cites Work

• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
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