September 1, 1977Open Access

Computer Generation of Random Variables Using the Ratio of Uniform Deviates

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Abstract

The ratio-of-uniforms method for generating random variables having continuous nonuniform distributions is presented. In thin method a point is generated uniformly over a particular region of the plane. The ratio of the coordinate values of thin point yields a deviate with the desired distribution. Algorithms which utilize this techmque are generally short and often as fast as longer algorithms.

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Kinderman et al. (Thu,) studied this question.

synapsesocial.com/papers/69dd679780eea7d3f699c8e0 https://doi.org/https://doi.org/10.1145/355744.355750

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