Category: Non-uniform random numbers

Slice sampling
Slice sampling is a type of Markov chain Monte Carlo algorithm for pseudo-random number sampling, i.e. for drawing random samples from a statistical distribution. The method is based on the observatio
Ratio of uniforms
The ratio of uniforms is a method initially proposed by Kinderman and Monahan in 1977 for pseudo-random number sampling, that is, for drawing random samples from a statistical distribution. Like rejec
Indexed search
Indexed search, also called the cutpoint method, is an algorithm for discrete-distribution pseudo-random number sampling, invented by Chen and Asau in 1974.
Poisson random numbers
No description available.
Non-uniform random variate generation
Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution.Methods are typi
Ziggurat algorithm
The ziggurat algorithm is an algorithm for pseudo-random number sampling. Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random num
Inverse transform sampling
Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, Smirnov transform, or the golden rule) is a basic method fo
Box–Muller transform
The Box–Muller transform, by George Edward Pelham Box and Mervin Edgar Muller, is a random number sampling method for generating pairs of independent, standard, normally distributed (zero expectation,
Convolution random number generator
In statistics and computer software, a convolution random number generator is a pseudo-random number sampling method that can be used to generate random variates from certain classes of probability di
Marsaglia polar method
The Marsaglia polar method is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. Standard normal random variables are frequently used in comp
Rejection sampling
In numerical analysis and computational statistics, rejection sampling is a basic technique used to generate observations from a distribution. It is also commonly called the acceptance-rejection metho