Generating gamma and cauchy random variables
Subtitle: an extension to the Naval Postgraduate School random number package
By: D.W. Robinson and P.A.W. Lewis
Contributors: Lewis, Peter A. W., 1932-; Naval Postgraduate School (U.S.)
Publisher: United States Naval Postgraduate School
Published: 1975
Place of publication: Monterey, Calif
Language: eng
Number of pages: 58
Subjects: Statistics; Random variables; Random number generators; Computer programs
Description: 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)
Notes: Title from cover.

"April 1975" --Cover.

Author(s) subject terms: Random number generator, pseudo-random numbers, gamma distribution, Cauchy distribution.

Includes bibliographical references (p. 21)

"Approved for public release; distribution is unlimited."

Technical report; 1975.