Accession Number:

AD0297091

Title:

A FAST PROCEDURE FOR GENERATING EXPONENTIAL RANDOM VARIABLES

Descriptive Note:

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WA

Report Date:

1963-01-01

Pagination or Media Count:

15.0

Abstract:

A very fast method for generating exponential random variables in a digital computer is presented. The method is exact, in the sense that in theory it returns a random variable with exactly the exponential distribution. In practice the result is an approximation, but the accuracy of the approximation depends only on the word length of the computer.

Subject Categories:

  • Computer Hardware

Distribution Statement:

APPROVED FOR PUBLIC RELEASE