How to avoid logarithms in comparisons with uniform random variables
In many algorithms for sampling from non-uniform distributions the logarithm of a uniform deviate must be compared with some test quantity. It is shown that all these comparisons can be done efficiently without calling a logarithm subprogram: two procedures for this task are presented and compared. The methods were applied to routines for the generation of normal, Poisson and binomial deviates resulting in considerably improved sampling speed.
scientific article; zbMATH DE number 4052873