Computer Generation of Random Variables Using the Ratio of Uniform Deviates

@article{Kinderman1977ComputerGO,
  title={Computer Generation of Random Variables Using the Ratio of Uniform Deviates},
  author={Albert J. Kinderman and John F. Monahan},
  journal={ACM Trans. Math. Softw.},
  year={1977},
  volume={3},
  pages={257-260}
}
The ratio-of-uniforms method for generating random variables having continuous nonuniform distributions is presented. In thin method a point is generated uniformly over a particular region of the plane. The ratio of the coordinate values of thin point yields a deviate with the desired distribution. Algorithms which utilize this techmque are generally short and often as fast as longer algorithms. 

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ACM Transactmns on Mathematical Software

  • ACM Transactmns on Mathematical Software
  • 1977

Received September

  • Received September
  • 1976