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A fast method for generating ordered samples of random numbers from the extreme value distributions

โœ Scribed by P.P. Lynn; M.A. Beran

Book ID
115970206
Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
120 KB
Volume
40
Category
Article
ISSN
0022-1694

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A new method for the high-speed generation of random numbers with arbitrary distributions is proposed. The method stores random numbers in two memories, and then picks out two random numbers and assembles them, resulting in a new random number. When the method is. realized with Fortran, the method c