International Encyclopedia of Statistical Science

2011 Edition
| Editors: Miodrag Lovric

Non-uniform Random Variate Generations

  • Pierre L’Ecuyer
Reference work entry


As explained in the entry  Uniform Random Number Generators, the simulation of random variables on a computer operates in two steps: In the first step, uniform random number generators produce imitations of i.i.d. \(U(0,1)\)

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References and Further Reading

  1. Ahrens JH, Kohrt KD (1981) Computer methods for efficient sampling from largely arbitrary statistical distributions. Computing 26:19–31zbMATHMathSciNetGoogle Scholar
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  6. Chen HC, Asau Y (1974) On generating random variates from an empirical distribution. AIEE Trans 6:163–166Google Scholar
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  12. Hörmann W, Leydold J (2003) Continuous random variate generation by fast numerical inversion. ACM Trans Model Comput Simul 13(4):347–362Google Scholar
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  16. L’Ecuyer P (2008) SSJ: a java library for stochastic simulation. Software user’s guide.
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Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Pierre L’Ecuyer
    • 1
  1. 1.Université de MontréalMontréalCanada