A FAST PROCEDURE FOR GENERATING EXPONENTIAL RANDOM VARIABLES

Abstract

A very fast method for generating exponential random variables in a digital computer is presented. The method is exact, in the sense that in theory it returns a random variable with exactly the exponential distribution. In practice the result is an approximation, but the accuracy of the approximation depends only on the word length of the computer.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1963
Accession Number
AD0297091

Entities

People

  • G. Marsaglia
  • M. D. Maclaren
  • T. A. Bray

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Accuracy
  • Computers
  • Digital Computers
  • Governments
  • Integrals
  • Mathematics
  • Probability
  • Procurement
  • Random Variables
  • Scientific Research
  • Sequences
  • Specifications
  • Standards

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.