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A fast procedure for generating exponential random variables

M. Donald MacLaren, George Marsaglia, T. A. Bray

Communications of the ACM · 1964 · 41 citations · 3 references

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Abstract

A very fast method for generating exponential random variables in a digital computer is outlined.

References

3

A fast procedure for generating normal random variables

George Marsaglia, M. Donald MacLaren, T. A. Bray · Communications of the ACM · 1964 · 155 citations · Full text

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Generating discrete random variables in a computer

George Marsaglia · Communications of the ACM · 1963 · 76 citations · Full text

, , +12

Generating Exponential Random Variables

George Marsaglia · The Annals of Mathematical Statistics · 1961 · 41 citations · Full text

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