Dunn WShultis J(2023)Sampling, Scoring, and PrecisionExploring Monte Carlo Methods10.1016/B978-0-12-819739-4.00012-3(111-149)Online publication date: 2023
https://doi.org/10.1016/B978-0-12-819739-4.00012-3
Fulger DScalas EGermano G(2013)Random numbers from the tails of probability distributions using the transformation methodFractional Calculus and Applied Analysis10.2478/s13540-013-0021-z16:2(332-353)Online publication date: 19-Mar-2013
https://doi.org/10.2478/s13540-013-0021-z
Dunn WShultis J(2012)Sampling, Scoring, and PrecisionExploring Monte Carlo Methods10.1016/B978-0-444-51575-9.00004-X(69-96)Online publication date: 2012
https://doi.org/10.1016/B978-0-444-51575-9.00004-X
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Index Terms

A fast procedure for generating exponential random variables
1. Mathematics of computing
  1. Probability and statistics
2. Software and its engineering
  1. Software notations and tools
    1. General programming languages
      1. Language features
        Procedures, functions and subroutines

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Published In

Communications of the ACM Volume 7, Issue 5

May 1964

80 pages

ISSN:0001-0782

EISSN:1557-7317

DOI:10.1145/364099

Editor:
C. C. Gotlieb
Univ. of Toronto, Canada

Issue’s Table of Contents

Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Association for Computing Machinery

New York, NY, United States

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Published: 01 May 1964

Published in CACM Volume 7, Issue 5

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Dunn WShultis J(2023)Sampling, Scoring, and PrecisionExploring Monte Carlo Methods10.1016/B978-0-12-819739-4.00012-3(111-149)Online publication date: 2023
https://doi.org/10.1016/B978-0-12-819739-4.00012-3
Fulger DScalas EGermano G(2013)Random numbers from the tails of probability distributions using the transformation methodFractional Calculus and Applied Analysis10.2478/s13540-013-0021-z16:2(332-353)Online publication date: 19-Mar-2013
https://doi.org/10.2478/s13540-013-0021-z
Dunn WShultis J(2012)Sampling, Scoring, and PrecisionExploring Monte Carlo Methods10.1016/B978-0-444-51575-9.00004-X(69-96)Online publication date: 2012
https://doi.org/10.1016/B978-0-444-51575-9.00004-X
Wang LWu H(2012)Monte Carlo Modeling of Photon Transport in Biological TissueBiomedical Optics10.1002/9780470177013.ch3(37-65)Online publication date: 2-Oct-2012
https://doi.org/10.1002/9780470177013.ch3
Saunders S(2011)On maximum likelihood estimators of shape and scale parameters and their application in constructing confidence contours.Communications in Statistics - Theory and Methods10.1080/0361092820882834911:16(1769-1791)Online publication date: 17-Feb-2011
https://doi.org/10.1080/03610928208828349
Ahrens JDieter U(2010)Neuere Methoden zur Erzeugung von nicht‐gleichverteilten ZufallsvariablenZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik10.1002/zamm.19730531211553:12Online publication date: 17-Nov-2010
https://doi.org/10.1002/zamm.197305312115
Hothorn LLehmacher W(2007) A Simple Testing Procedure “Control versus k Treatments” for One‐sided Ordered Alternatives, with Application in Toxicology Biometrical Journal10.1002/bimj.471033020833:2(179-189)Online publication date: 19-Jan-2007
https://doi.org/10.1002/bimj.4710330208
Hothorn L(2007)Robustness Study on Williams‐ and Shirley‐Procedure, with Application in ToxicologyBiometrical Journal10.1002/bimj.471031080231:8(891-903)Online publication date: 18-Jan-2007
https://doi.org/10.1002/bimj.4710310802
Hothobn L(2007) On the Behaviour of Fligner‐Wolfe‐Trend Test “Control versus k Treatments” with Application in Toxicology Biometrical Journal10.1002/bimj.471031070231:7(767-780)Online publication date: 18-Jan-2007
https://doi.org/10.1002/bimj.4710310702
Fishman GFishman G(2001)Sampling from Probability DistributionsDiscrete-Event Simulation10.1007/978-1-4757-3552-9_8(326-415)Online publication date: 2001
https://doi.org/10.1007/978-1-4757-3552-9_8
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A fast procedure for generating normal random variables

Schur properties of convolutions of exponential and geometric random variables

Algorithms for generating random variables with a rational probability-generating function

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