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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