Statistical Computing with R

Chapter 3

Methods for Generating Random Variables

3.1 Introduction

One of the fundamental tools required in computational statistics is the ability to simulate random variables from specified probability distributions. On this topic many excellent references are available. On the general subject of methods for generating random variates from specified probability distributions, readers are referred to [69, 94, 112, 114, 154, 228, 223, 233, 238]. On specific topics, also see [3, 4, 31, 43, 68, 98, 155, 159, 190].

In the simplest case, to simulate drawing an observation at random from a finite population, a method of generating random observations from the discrete uniform distribution is required. Therefore a suitable generator of uniform pseudo ...