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.

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