A Fast, Easily Implemented Method for Sampling from Decreasing or Symmetric Unimodal Density Functions
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Publication:3691043
DOI10.1137/0905026zbMath0573.65116OpenAlexW1996212059MaRDI QIDQ3691043
George Marsaglia, Wai- Wan Tsang
Publication date: 1984
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0905026
simulationMonte Carlorandom numbersexponential random variablesnormal random variablesziggurat method
Sampling theory, sample surveys (62D05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)
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