Computer Generation of Random Variables Using the Ratio of Uniform Deviates

  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.},
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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