Home → Magazine Archive → November 1972 (Vol. 15, No. 11) → An approximate method for generating symmetric random... → Abstract

An approximate method for generating symmetric random variables

By John S. Ramberg, Bruce W. Schmeiser

Communications of the ACM, Vol. 15 No. 11, Pages 987-990

A method for generating values of continuous symmetric random variables that is relatively fast, requires essentially no computer memory, and is easy to use is developed. The method, which uses a uniform zero-one random number source, is based on the inverse function of the lambda distribution of Tukey. Since it approximates many of the continuous theoretical distributions and empirical distributions frequently used in simulations, the method should be useful to simulation practitioners.

The full text of this article is premium content


No entries found