An approximate method for generating asymmetric random variables
Communications of the ACM
An approximate method for generating symmetric random variables
Communications of the ACM
General random number generator [G5]
Communications of the ACM
The art of simulation
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Methods of modelling probabilistic components which are not adequately represented by the standard continuous distributions (such as normal, gamma, and Weibull) are surveyed. The methods are categorized as systems of distributions, approximations to the cumulative distribution function, and four-parameter distributions. Emphasis is on generality, determination of appropriate parameter values, and random variate generation.