Accession Number : AD0601118
Title : A METHOD FOR PRODUCING RANDOM VARIABLES IN A COMPUTER.
Descriptive Note : Mathematical note,
Corporate Author : BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH
Personal Author(s) : MARSAGLIA,George
Report Date : FEB 1964
Pagination or Media Count : 13
Abstract : This paper describes a general procedure for producing random variables in a computer. The idea is to represent the required X in the form: X = C (M + U sub 1 + U sub 2 + U sub 3), some 97 - 99% of the time, where c is constant, M is a discrete random variable taking perhaps 8 values, and the U's are uniform random variables; the other 1 - 3% of the time. X is generated from a residual density by the rejection technique. These two methods for producing X are combined in the proper proportions in order that the resulting distribution for X be correct. The method is general in that it applies to a wide variety of density functions. Programs based on this procedure are very fast and require little computer storage space - typically, 18 constants and 20 instructions. (Author)
Descriptors : *COMPUTER PROGRAMMING, *STATISTICAL DISTRIBUTIONS, NUMBERS, PROBABILITY, SEQUENCES(MATHEMATICS), STATISTICAL FUNCTIONS, LINEAR PROGRAMMING.
Distribution Statement : APPROVED FOR PUBLIC RELEASE