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Moments of the time to generate random variables by rejection

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References

  1. Butcher, J. C. (1961) Random sampling from the normal distribution,Computer J.,3, 251–253.

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  2. Sibuya, M. (1962). Further consideration on normal random variable generator,Ann. Inst. Statist. Math.,14, 159–165.

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Greenwood, J.A. Moments of the time to generate random variables by rejection. Ann Inst Stat Math 28, 399–401 (1976). https://doi.org/10.1007/BF02504757

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  • DOI: https://doi.org/10.1007/BF02504757

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