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On exponential and other random variable generators

  • Masaaki Sibuya
Article

Abstract

G. Marsaglia [6] proposed a new method for generating exponential random variables. In this note, his method is modified and generalized for generating χ2 random variables with even degrees of freedom. Remarks refer to general χ2 and normal random variable generators.

Keywords

Machine Time Exponential Random Variable Uniform Random Number Float Point Arithmetic Uniform Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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References

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Copyright information

© Institute of Statistical Mathematics 1961

Authors and Affiliations

  • Masaaki Sibuya
    • 1
  1. 1.The Institute of Statistical MathematicsUSA

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