Journal ArticleDOI
An Efficient Method for Generating Discrete Random Variables with General Distributions
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TLDR
The fast generation of discrete random variables with arbitrary frequency distributions is discussed, related to rejection techniques but differs from them in that all samples comprising the input data contribute to the samples in the target distribution.Abstract:
The fast generation of discrete random variables with arbitrary frequency distributions is discussed. The proposed method is related to rejection techniques but differs from them in that all samples comprising the input data contribute to the samples in the target distribution. The software implementation of the method requires at most two memory references and a comparison. The method features good accuracy and modest storage requirements. I t is particularly useful in small computers with limited memory capacity.read more
Citations
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A linear algorithm for generating random numbers with a given distribution
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Numerical Methods Of Statistics
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References
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Journal ArticleDOI
An approximate method for generating asymmetric random variables
TL;DR: A method for generating values of continuous symmetric random variables that is relatively fast, requires essentially no computer memory, and is easy to use is developed.
Journal ArticleDOI
New fast method for generating discrete random numbers with arbitrary frequency distributions
TL;DR: A new method for generating discrete random numbers with arbitrary amplitude/frequency distributions is presented, which consists essentially of amplitude manipulation of uniformly distributed, statistically independent sequential numbers.
Journal ArticleDOI
Fast generation of uniformly distributed pseudorandom numbers with floating-point representation
TL;DR: A new method is presented for generating uniformly distributed pesudorandom numbers with a floating-point representation that features fast single-clock-pulse operation.
Journal ArticleDOI
Pseudonoise with Arbitrary Amplitude Distribution--Part I: Theory
John S. Sobolewski,W. H. Payne +1 more
TL;DR: A new sampling method, conditional bit sampling, which is suited for hardwired sampling devices because of its generality, simplicity, and accuracy, and agreement between actual and theoretical performance was excellent.