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Sampling from Discrete and Continuous Distributions with C-Rand

  • Ernst Stadlober
  • Ralf Kremer
Conference paper
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 374)

Abstract

C-RAND is a system of Turbo-C routines and functions intended for use on microcomputers. It contains up-to-date random number generators for more than thirty univariate distributions. For some important distributions the user has the choice between extremely fast but rather complicated methods and somewhat slower but also much simpler procedures. Menu driven demo programs allow to test and analyze the generators with regard to speed and quality of the output.

Keywords

Shape Parameter Random Number Generator Beta Distribution Hypergeometric Distribution Uniform Random Number 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1992

Authors and Affiliations

  • Ernst Stadlober
    • 1
  • Ralf Kremer
    • 1
  1. 1.Institut für StatistikTechn. Universität GrazGrazAustria

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