Algorithm 780

Algorithm 780: Exponential pseudorandom distribution An algorithm is presented for the calculation of exponentially distributed random numbers. It is based on mathematics that was published by J. H. Ahrens and U. Dieter [Efficient table-free sampling methods for the exponential, Cauchy, and normal distributions, Commun. ACM 31, No. 11, 1330--1337 (1988)], but some errors have been corrected. (Source: http://dl.acm.org/)

This software is also peer reviewed by journal TOMS.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element


References in zbMATH (referenced in 2 articles , 1 standard article )

Showing results 1 to 2 of 2.
Sorted by year (citations)

  1. Hamilton, Kenneth G.: Algorithm 780: Exponential pseudorandom distribution. (1998) ioport
  2. Hamilton, Kenneth G.: Algorithm 780: Exponential pseudorandom distribution (1998)