Summary
This paper is a first attempt at developing a unifying theory for various procedures used in the generation of indenendent, univariate, random variables on a computer. Some generalizations and new interpretations of existing methods are presented. The emphasis is on chance mechanisms. Considerations of inference are irrelevant in that the user of random numbers is interested only in the accuracy of their distributions and in the computational efficiency with which they are generated.
We do not discuss all of the distributions which are commonly simulated, but we do attempt to isolate all techniques used in the literature. Methods considered in this paper generate theoretically exact distributions. Approximations in these methods occur only because of limitations of the computer on which they are implemented.
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© 1975 D. Reidel Publishing Company, Dordrecht-Holland
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Patil, G.P., Boswell, M.T., Friday, D.S. (1975). Chance Mechanisms in Computer Generation of Random Variables. In: Patil, G.P., Kotz, S., Ord, J.K. (eds) A Modern Course on Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 17. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-1845-6_4
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DOI: https://doi.org/10.1007/978-94-010-1845-6_4
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