Random Variate Generation: A Survey.

Abstract

The state of the art of generating random variates on a digital computer is surveyed. General concepts are presented, followed by criteria for comparing algorithms. The literature is surveyed for continuous univariate, discrete univariate, continuous multivariate, and discrete multivariate distributions, as well as point processes, time series, order statistics and geometrically inspired problems. An extensive list of references is provided. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1980
Accession Number
ADA091343

Entities

People

  • Bruce W. Schmeiser

Organizations

  • Purdue University

Tags

Communities of Interest

  • Cyber
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computational Science
  • Computer Science
  • Data Mining
  • Data Science
  • Databases
  • Information Processing
  • Information Science
  • Mathematical Programming
  • Monte Carlo Method
  • Network Science
  • Operations Research
  • Order Statistics
  • Random Variables
  • Statistical Sampling
  • Statistics
  • Surveys

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Regression Analysis.
  • Theoretical Analysis.