An algorithm for the generation of random numbers with density C exp(- \(\lambda\) \(| x| ^{\nu})\)

DOI10.1016/0021-9991(90)90191-3zbMath0702.65003OpenAlexW2405694689MaRDI QIDQ915331

Elsie Sterbin Gottlieb

Publication date: 1990

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0021-9991(90)90191-3

zbMATH Keywords

algorithmnumerical simulationrandom number generationpolar methodacceptance rejection testsexponential densityoverall performancestatistical processes

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

• A Note on the Generation of Random Normal Deviates
• Von Neumann's Comparison Method for Random Sampling from the Normal and Other Distributions

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