Random variate generation in one line of code

Authors:
Luc Devroye
Affiliations:
School of Computer Science, McGill University, Montreal, Canada H3A 2A7
Venue:
WSC '96 Proceedings of the 28th conference on Winter simulation
Year:
1996

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Abstract

A random variate with a given non-uniform distribution can often by generated in one assignment statement if a uniform source and some simple functions are available. We review such one-line methods for most of the key distributions.