Mathematical aspects of various methods for sampling from classical distributions

Authors:
U. Dieter
Affiliations:
-
Venue:
WSC '89 Proceedings of the 21st conference on Winter simulation
Year:
1989

Citing 0
Cited 5

A note on the quality of random variates generated by the ratio of uniforms method

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A rejection technique for sampling from T-concave distributions

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Automatic sampling with the ratio-of-uniforms method

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Mathematics of Computation

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Abstract

Simulations were one of the first subjects J.v. Neumann had in mind for applying computers. He recom- mended some methods for generating [0,1)-uniformly distributed random numbers which are out of use today. However, his ideas for sampling from non-uniform distributions are still widely used. Since his 1951-paper is rather short, improvements and generalisations of his ideas have been found in the meantime. They will be discussed in this paper.