Stochastic Simulation

References

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Ahrens, J. H. and Dieter, U. (1974) Computer methods for sampling from gamma, beta, Poisson and binomial distributions. Computing 12, 223–246.

Ahrens, J. H. and Dieter, U. (1980) Sampling from binomial and Poisson distributions: a method with bounded computation times. Computing 25, 193–208.

Ahrens, J. H. and Dieter, U. (1982a) Computer generation of Poisson deviates from modified normal distributions. ACM Trans. Math. Soft. 8, 163–179.

Ahrens, J. H. and Dieter, U. (1982b) Generating gamma variates by a modified rejection technique. Comm. Assoc. Comput. Mach. 25, 47–54.

Ahrens, J. H. and Kohrt, K. D. (1981) Computer methods for efficient sampling from largely arbitrary statistical distributions. Computing 26, 19–31.

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Arnold, H. J., Bucher, B. D., Trotter, H. F., and Tukey, J. W. (1956) Monte Carlo techniques in a complex problem about normal samples. Symposium on Monte Carlo Methods. H. A. Meyer, Ed. Wiley, New ...