A Random Number Generator for Continuous Random Variables Based on an Interpolation Procedure of Akima,

Abstract

A Fortran-IV subroutine is given which may be used to generate random observations of a continuous random variable from a table of discrete observations. This subroutine employs Akima's algorithm for cubic spline interpolation. The compatibility of problem and algorithm is such that this simple routine gives very good results. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1970
Accession Number
ADA104863

Entities

People

  • James R. Thompson
  • Richard A. Tapia
  • Victor O. Guerra

Organizations

  • Rice University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computer Programs
  • Curve Fitting
  • Digital Information
  • Distribution Functions
  • Generators
  • Interpolation
  • Numerical Analysis
  • Observation
  • Probability
  • Procedures (Computers)
  • Random Number Generators
  • Random Variables
  • Sampling
  • Standards
  • Statistical Samples

Fields of Study

  • Mathematics

Readers

  • Approximation Theory.
  • Computer Science.