Generating Nonuniform Random Numbers
Author:
Publisher
Springer International Publishing
Link
http://link.springer.com/content/pdf/10.1007/978-3-319-77697-2_3
Reference11 articles.
1. Box, George EP, and Mervin E. Muller. “A note on the generation of random normal deviates” The annals of mathematical statistics 29.2 (1958): 610–611.
2. Marsaglia, George, and Thomas A. Bray. “A convenient method for generating normal variables.” Siam Review 6.3 (1964): 260–264.
3. Devroye, Luc. Non-Uniform Random Variate Generation (1986): 524ff.
4. Marsaglia, George, and Wai Wan Tsang. “A simple method for generating gamma variables.” ACM Transactions on Mathematical Software (TOMS) 26.3 (2000): 363–372.
5. Ahrens, Joachim H., and Ulrich Dieter. “Computer methods for sampling from gamma, beta, poisson and binomial distributions.” Computing 12, no. 3 (1974): 223–246.
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