Computer Generation of Random Variables: A Tutorial

DOI10.2307/1402590zbMath0522.65001OpenAlexW2318844236MaRDI QIDQ3672965

B. D. Ripley

Publication date: 1983

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1402590

zbMATH Keywords

simulationpseudorandom numbersspectral testlattice testcongruential generatorsalias methodrejection methodsratio methodtausworthe generators

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (10)

Numerical evaluation of a multi-stream pseudo-random number generator ⋮ A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method ⋮ Drawing a random sample from a density selected at random ⋮ Uses and abuses of statistical simulation ⋮ Generating random vectors from a bivariate random walk density function ⋮ On the autocorrelation structure of inversive congruential pseudorandom number sequences ⋮ Tests based on weighted rankings in complete blocks: exact distribution and monte carlo simulation ⋮ Statistical Independence of a New Class of Inversive Congruential Pseudorandom Numbers ⋮ Random number generators for a pocket calculator ⋮ Sensitivity of sample values not generated by inversion

Uses Software

• AS 183

This page was built for publication: Computer Generation of Random Variables: A Tutorial