Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow...

generate random variates corresponding to a given distribution are known as procedures for (uniform) random number generation or non-uniform pseudo-random variate...

ISBN 0-201-89684-2. See section 3.4.1, p. 133. Luc Devroye (1986). Non-Uniform Random Variate Generation. New York: Springer-Verlag. ISBN 0-387-96305-7. See chapter...

2024-10-09. Retrieved 2023-09-06. Devroye, Luc (1986). Non-Uniform Random Variate Generation. New York: Springer-Verlag. ISBN 978-0-387-96305-1. Archived...

used as the basis for non-uniform random variate generation. If u {\displaystyle u} is a value sampled from the standard uniform distribution, then the...

(PDF) from the original on 2010-04-08. Devroye, Luc (1986). Non-Uniform Random Variate Generation. New York, NY: Springer New York. doi:10.1007/978-1-4613-8643-8...

"Non-Uniform Random Variate Generation". Retrieved 19 October 2019. Dirichlet Random Measures, Method of Construction via Compound Poisson Random Variables...

Luc (1986). "Discrete Univariate Distributions" (PDF). Non-Uniform Random Variate Generation. New York, NY: Springer-Verlag. pp. 485–553. doi:10...

ISBN 978-0521642989. "Beta distribution". Devroye, Luc (1986) Non-Uniform Random Variate Generation, New York: Springer-Verlag. (See especially Chapter X, Discrete...

technique to generate random variates that does not rely on inversion of the CDF. Luc Devroye (1986). Non-Uniform Random Variate Generation (PDF). New York:...

number generators Non-uniform random variate generation Hardware random number generator Random number generator attack Randomness TestU01 – statistical...

Prentice Hall. ISBN 0-13-066102-3. Devroye, Luc (1986). Non-Uniform Random Variate Generation. Springer. ISBN 0-387-96305-7. Archived from the original...

Random Number Generation and Monte Carlo Methods, Springer. Hörmann W., Leydold J., Derflinger G. (2004, 2011), Automatic Nonuniform Random Variate Generation...

1007/BF03003994. S2CID 120569210. Devroye, Luc (1986). Non-uniform random variate generation. New York: Springer-Verlag. Section IX.7.2. Smyth, G.K....

expectation, unit variance) random numbers, given a source of uniformly distributed random numbers. The method was first mentioned explicitly by Raymond...

alternative if α and β are small integers is to generate α + β − 1 uniform variates and choose the α-th smallest. Another way to generate the Beta distribution...

Nonparametric statistics Particle filter Pseudoreplication Non-uniform random variate generation Random permutation Replication (statistics) Surrogate data testing...

algorithms rely on the availability of a random number generator U capable of producing uniform random variates. The most straightforward method is based...

normal variates by radially projecting a random point on the unit circumference to a distance given by the square root of a chi-square-2 variate is called...

Universal Non-Uniform RANdom number generators". "Runuran: R Interface to the 'UNU.RAN' Random Variate Generators". 17 January 2023. "Random Number Generators...

create a new random variate having the required probability distribution. With this source of uniform pseudo-randomness, realizations of any random variable...

ISBN 978-3-319-92377-2. S2CID 125554530. Devroye, Luc (1986). Non-Uniform Random Variate Generation (PDF). New York: Springer-Verlag. Archived from the original...

pseudo-random number sampling. Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random numbers...

Mersenne twister. The latter provides a very long period (219937−1) and variate uniformity, but it fails some statistical tests. Lagged Fibonacci generators...

Smith, A. F. M. (1 December 1991). "Efficient generation of random variates via the ratio-of-uniforms method". Statistics and Computing. 1 (2): 129–133...

(see Aaberge 2005). Random samples can be generated using inverse transform sampling. Given a random variate U drawn from the uniform distribution on the...

distribution). Random samples from the Lévy distribution can be generated using inverse transform sampling. Given a random variate U drawn from the uniform distribution...

The λ {\displaystyle \lambda } parameter scales the underlying variate and is a positive real. The cumulative distribution function is: F ( x...

04455. doi:10.1007/s00521-019-04687-8. Bailey RW (1994). "Polar generation of random variates with the t distribution". Mathematics of Computation. 62 (206):...

∑ i = 1 k p i = 1 {\displaystyle \sum _{i=1}^{k}p_{i}=1} . Then if the random variables Xi indicate the number of times outcome number i is observed over...