Indexed search
Encyclopedia
Indexed search, also called the cutpoint method, is an algorithm for discrete-distribution pseudo-random number sampling
, invented by Chen and Asau in 1974.
Pseudo-random number sampling
Pseudo-random number sampling or non-uniform pseudo-random variate generation is the numerical practice of generating pseudo-random numbers that are distributed according to a given probability distribution....
, invented by Chen and Asau in 1974.
Literature
- Fishman,G.S. (1996) Monte Carlo. Concepts, Algorithms, and Applications. New York: Springer.
- Ripley, B. D. (1987) Stochastic Simulation. Wiley. ISBN 0471818844