Pseudo Random Number Generators for Statistical Applications
GEORGIA UNIV ATHENS DEPT OF STATISTICSAND COMPUTER SCIENCE
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Pseudo random number generating programs coded in machine language for the IBM 36065 computer have been prepared for producing random values from the normal, exponential, and gamma distributions as well as from any discrete probability distribution. The schemes are based largely on combinations of sophisticated techniques first suggested by Marsaglia. The distributions simulated are exact within the word size of the computer and average production time per number is very short, e.g. 10 to 40 microseconds depending upon the particular distribution.
- Statistics and Probability
- Computer Programming and Software
- Computer Hardware