Algorithm 780: exponential pseudorandom distribution

Authors:
Kenneth G. Hamilton
Affiliations:
Garjak Research, Inc.
Venue:
ACM Transactions on Mathematical Software (TOMS)
Year:
1998

Citing 2
Cited 0

Efficient table-free sampling methods for the exponential, Cauchy, and normal distributions

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Computer methods for sampling from the exponential and normal distributions

Communications of the ACM

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Abstract

An algorithm is presented for the calculation of exponentially distributed random numbers. It is based on mathematics that was published by Ahrend and Dieter, but some errors have been corrected.