Class library ranlip for multivariate nonuniform random variate generation

RAGE: A Java-implemented Visual Random Generator

Carefully designed Java applications turn out to be efficient and platform independent tools that can compete well with classical implementations of statistical software. The project presented here is an example underlining this statement for random variate generation. An end-user application called RAGE (Random Variate Generator) is developed to generate random variates from probability distri...

An automatic code generator for nonuniform random variate generation

Nonexistence of a class of variate generation schemes

Motivated by a problem arising in the regenerative analysis of discrete-event system simulation, we ask whether a certain class of random variate generation schemes exists or not. Under very reasonable conditions, we prove that such variate generation schemes do not exist. The implications of this result for regenerative steady-state simulation of discrete-event systems are discussed.

Automatic Non-uniform Random Variate Generation in R

Random variate generation is an important tool in statistical computing. Many programs for simulation or statistical computing (e.g. R) provide a collection of random variate generators for many standard distributions. However, as statistical modeling has become more sophisticated there is demand for larger classes of distributions. Adding generators for newly required distributions seems not t...

Random variate generators for the Poisson-Poisson and related distributions

Random variate generators are developed for the Poisson-Poisson (or generalized Poisson) distribution. The expected time per generated random variate is uniformly bounded over the parameter space. Random variate generation for related distributions is also discussed; these include the Abel and Ressel families, and a family introduced by Haight.