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Indexed search

From Wikipedia, the free encyclopedia

Indexed search,[1]also called thecutpoint method,[2]is analgorithmfor discrete-distributionpseudo-random number sampling,invented by Chen and Asau in 1974.

References

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  1. ^Ripley
  2. ^Fishman

Sources

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  • Chen, H. C.; Asau, Y. (1974). "On Generating Random Variates from an Empirical Distribution".AIIE Transactions.6(2): 163–166.doi:10.1080/05695557408974949.
  • Fishman, G.S. (1996)Monte Carlo. Concepts, Algorithms, and Applications.New York: Springer.
  • Ripley, B. D. (1987)Stochastic Simulation.Wiley.ISBN0-471-81884-4