The Ziggurat Method for Generating Random Variables
نویسندگان
چکیده
منابع مشابه
The Ziggurat Method for Generating Random Variables
We provide a new version of our ziggurat method for generating a random variable from a given decreasing density. It is faster and simpler than the original, and will produce, for example, normal or exponential variates at the rate of 15 million per second with a C version on a 400MHz PC. It uses two tables, integers ki and reals wi. Some 99% of the time, the required x is produced by: Generate...
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ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 2000
ISSN: 1548-7660
DOI: 10.18637/jss.v005.i08