From a1df6ab94b8ef1b157675e9de3cb8068df6d30ce Mon Sep 17 00:00:00 2001 From: Huon Wilson Date: Sun, 27 Oct 2013 03:50:33 -0700 Subject: [PATCH] Updated Lib rand (markdown) --- Lib-rand.md | 1 + 1 file changed, 1 insertion(+) diff --git a/Lib-rand.md b/Lib-rand.md index 2c3f137..502afea 100644 --- a/Lib-rand.md +++ b/Lib-rand.md @@ -74,6 +74,7 @@ Generating random numbers, and sampling from random distributions. - Normal - [Box-Muller transform](https://en.wikipedia.org/wiki/Box%E2%80%93Muller_transform) and [Marsaglia polar method](https://en.wikipedia.org/wiki/Marsaglia_polar_method) (normal distribution, both are almost certainly inferior to the ziggurat algorithm) - ["Gaussian Random Number Generators" Thomas, Luk, Leong, Villasenor 2007](http://www.cse.cuhk.edu.hk/~phwl/mt/public/archives/papers/grng_acmcs07.pdf) (extremely comprehensive overview of many algorithms for normal RVs, including performance and statistical comparisons. Their conclusion is Ziggurat is fast and statistically good.) + - ["Efficient generation of exponential and normal deviates" Rubin, Johnson 2006](http://dx.doi.org/10.1080/10629360500108004) (also describes/addresses deficiencies of the plain Marsaglia Ziggurat implementation) - Gamma - ["A simple method for generating gamma variables" Marsaglia & Tsang 2000](http://dl.acm.org/citation.cfm?id=358414) - ["A Simple Gamma Random Number Generator for Arbitrary Shape Parameters" Tanizaki 2008](http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.158.3866)