How to avoid logarithms in comparisons with uniform random variables
type: Item
instance of: scholarly article
title: How to avoid logarithms in comparisons with uniform random variables
zbMATH Open document ID: 0645.65004
DOI: 10.1007/BF02238740
author: Joachim H. Ahrens
published in: Computing
publication date: 1989-01-01T00:00:00Z
review text: 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.
Mathematics Subject Classification ID: 65C10
zbMATH DE Number: 4052873
zbMATH Keywords: random variables
zbMATH Keywords: acceptance-rejection
zbMATH Keywords: logarithm
MaRDI profile type: Publication
cites work: Q3723577
cites work: Computer Generation of Random Variables Using the Ratio of Uniform Deviates
cites work: Q3935355
description: scientific article; zbMATH DE number 4052873