Relay-Version: version B 2.10 5/3/83; site utzoo.UUCP Posting-Version: version B 2.10.2 9/12/84; site aero.ARPA Path: utzoo!linus!philabs!prls!amdimage!amdcad!decwrl!decvax!tektronix!hplabs!sdcrdcf!trwrb!trwrba!aero!cline From: cline@aero.ARPA (Ken Cline ) Newsgroups: net.math Subject: Re: deviates from various distr Message-ID: <324@aero.ARPA> Date: Tue, 6-Aug-85 13:05:31 EDT Article-I.D.: aero.324 Posted: Tue Aug 6 13:05:31 1985 Date-Received: Mon, 12-Aug-85 21:15:42 EDT References: <2238@utcsstat.UUCP> <761@cadovax.UUCP> Reply-To: cline@aero.UUCP (Ken Cline (ISRO)) Organization: The Aerospace Corp., El Segundo, CA Lines: 23 In article <761@cadovax.UUCP> keithd@cadovax.UUCP (Keith Doyle) writes: >> >> I am looking for references to papers describing how one may generate >> random deviates from various distributions (for example, normal, Poisson) >> using a uniform random number generator... >> >> {allegra,ihnp4,linus,decvax}!utzoo!utcsstat!anthony >> {ihnp4|decvax|utzoo|utcsrgv}!utcs!utzoo!utcsstat!anthony > >I'd like to hear about this too. > >Keith Doyle ># {ucbvax,ihnp4,decvax}!trwrb!cadovax!keithd Since there seems to be sufficient interest, I'll reply to the net... Section 3.4.1 of The Art of Computer Programming, Vol. II, by Knuth contains a section on numerical distributions. This is such an excellent book (and so widely available) that I feel comfortable recommending, even though I am no expert on this topic. Knuth mentions "Non-Uniform Random Numbers" by J. H. Ahrens and U. Dieter, which was "forthcoming" in 1981, as another reference. Ken Cline Cline@Aerospace