Abstract: Random variate generation is a fundamental aspect of simulation modeling and analysis. The objective of random variate generation is to produce observations that have the stochastic ...

Abstract: In this paper we consider two important topics: density estimation and random variate generation. We present a framework that is easily implemented using the familiar multilayer neural ...

The following pages of mine deal with random variate generation, Bernoulli factories, and exact sampling. They contain numerous algorithms for such sampling. My audience for these articles is computer ...

An illustration of a magnifying glass. An illustration of a magnifying glass.

You have two ways of generate random numbers.