Generating gamma and cauchy random variables : an extension to the Naval Postgraduate School random number package
| dc.contributor.author | Robinson, D. W. | |
| dc.contributor.author | Lewis, Peter A. W. | |
| dc.date | 1975-04 | |
| dc.date.accessioned | 2013-02-27T23:37:04Z | |
| dc.date.available | 2013-02-27T23:37:04Z | |
| dc.date.issued | 1975-04 | |
| dc.description.abstract | Two very efficient algorithms for generating pseudorandom numbers from the gamma distribution have been developed by Ahrens and Dieter; in the present work these are combined with a third method to produce a combination generator capable of excellent performance for any order of gamma variant. The algorithms are briefly described and an IBM 360 Assembler implementation of them is described and tested. A second computer program for the generation of pseudorandom Cauchy deviates is presented; this program uses a new algorithm which is also described. Both computer programs are intended to be used with the Naval Postgraduate School random number package LLRANDOM. (Author) | en_US |
| dc.description.funder | NSF AG- 4 76 | en_US |
| dc.description.sponsorship | Supported in part by the National Science Foundation under grant AG 476 and in part by the Foundation Research Program of the Naval Postgraduate School with funds provided by the Chief of Naval Research. | en_US |
| dc.description.uri | http://archive.org/details/generatinggammac00robi | |
| dc.identifier.npsreport | NPS-72RO75041 | |
| dc.identifier.oclc | NA | |
| dc.identifier.uri | https://hdl.handle.net/10945/29321 | |
| dc.publisher | Monterey, California. Naval Postgraduate School | en_US |
| dc.rights | This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States. | en_US |
| dc.subject.author | Random number generator | en_US |
| dc.subject.author | Pseudo-random numbers | en_US |
| dc.subject.author | Gamma distribution | en_US |
| dc.subject.author | Cauchy distribution | en_US |
| dc.subject.lcsh | UNITED STATES. ARMY--FIREARMS. | en_US |
| dc.title | Generating gamma and cauchy random variables : an extension to the Naval Postgraduate School random number package | en_US |
| dc.type | Technical Report | en_US |
| dspace.entity.type | Publication | |
| relation.isOrgUnitOfPublication | 58745961-c46a-45ad-ae9c-d139d1ba1041 | |
| relation.isOrgUnitOfPublication | dd7f1b97-9c92-402d-b910-27f080946cde |
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