1/*---------------------------------------------------------------------------*/
2
3=APPENDIX  Bibliography  Bibliography
4
5=UP TOP [a07]
6
7=DESCRIPTION
8
9@subheading Standard Distributions
10
11@table @t
12
13@anchor{bib:JKKa92}
14@item [JKKa92]
15@sc{N.L. Johnson, S. Kotz, and A.W. Kemp} (1992).
16@i{Univariate Discrete Distributions},
172nd edition,
18John Wiley & Sons, Inc., New York.
19
20@anchor{bib:JKBb94}
21@item [JKBb94]
22@sc{N.L. Johnson, S. Kotz, and N. Balakrishnan} (1994).
23@i{Continuous Univariate Distributions},
24Volume 1,
252nd edition,
26John Wiley & Sons, Inc., New York.
27
28@anchor{bib:JKBc95}
29@item [JKBc95]
30@sc{N.L. Johnson, S. Kotz, and N. Balakrishnan} (1995).
31@i{Continuous Univariate Distributions},
32Volume 2,
332nd edition,
34John Wiley & Sons, Inc., New York.
35
36@anchor{bib:JKBd97}
37@item [JKBd97]
38@sc{N.L. Johnson, S. Kotz, and N. Balakrishnan} (1997).
39@i{Discrete Multivariate Distributions},
40John Wiley & Sons, Inc., New York.
41
42@anchor{bib:KBJe00}
43@item [KBJe00]
44@sc{S. Kotz, N. Balakrishnan, and N.L. Johnson} (2000).
45@i{Continuous Multivariate Distributions},
46Volume 1: Models and Applications,
47John Wiley & Sons, Inc., New York.
48
49@end table
50
51@c -------------------------------------------------------
52
53@subheading Universal Methods -- Surveys
54
55@table @t
56
57@anchor{bib:HLD04}
58@item [HLD04]
59@sc{W. H@"ormann, J. Leydold, and G. Derflinger} (2004).
60@i{Automatic Nonuniform Random Variate Generation},
61Springer, Berlin.
62
63@end table
64
65@c -------------------------------------------------------
66
67@subheading Universal Methods
68
69@table @t
70
71@anchor{bib:AJa93}
72@item [AJa93]
73@sc{J.H. Ahrens} (1993).
74@i{Sampling from general distributions by suboptimal division of domains},
75Grazer Math. Berichte 319, 30pp.
76
77@anchor{bib:AJa95}
78@item [AJa95]
79@sc{J.H. Ahrens} (1995).
80@i{An one-table method for sampling from continuous and discrete distributions},
81Computing 54(2), pp. 127-146.
82
83@anchor{bib:CAa74}
84@item [CAa74]
85@sc{H.C. Chen and Y. Asau} (1974).
86@i{On generating random variates from an empirical distribution},
87AIIE Trans. 6, pp. 163-166.
88
89@anchor{bib:DHLa08}
90@item [DHLa08]
91@sc{G. Derflinger, W. H@"ormann, and J. Leydold} (2008).
92@i{Numerical inversion when only the density function is known},
93Research Report Series of the Department of Statistics and Mathematics 78,
94WU Wien, Augasse 2--6, A-1090 Wien, Austria,
95@uref{http://epub.wu.ac.at/english/}.
96
97@anchor{bib:DLa86}
98@item [DLa86]
99@sc{L. Devroye} (1986).
100@i{Non-Uniform Random Variate Generation},
101Springer Verlag, New York.
102
103@anchor{bib:GWa92}
104@item [GWa92]
105@sc{W.R. Gilks and P. Wild} (1992).
106@i{Adaptive rejection sampling for Gibbs sampling},
107Applied Statistics 41, pp. 337-348.
108
109@anchor{bib:HWa95}
110@item [HWa95]
111@sc{W. H@"ormann} (1995).
112@i{A rejection technique for sampling from T-concave distributions},
113ACM Trans. Math. Software 21(2), pp. 182-193.
114
115@anchor{bib:HDa96}
116@item [HDa96]
117@sc{W. H@"ormann and G. Derflinger} (1996).
118@i{Rejection-inversion to generate variates from monotone discrete distributions},
119ACM TOMACS 6(3), 169-184.
120
121@anchor{bib:HLa00}
122@item [HLa00]
123@sc{W. H@"ormann and J. Leydold} (2000).
124@i{Automatic random variate generation for simulation input.}
125In: J.A. Joines, R. Barton, P. Fishwick, K. Kang (eds.),
126Proceedings of the 2000 Winter Simulation Conference, pp. 675-682.
127
128@anchor{bib:HLa03}
129@item [HLa03]
130@sc{W. H@"ormann and J. Leydold} (2003).
131@i{Continuous Random Variate Generation by Fast Numerical Inversion},
132ACM TOMACS 13(4), 347-362.
133
134@anchor{bib:HLDa07}
135@item [HLDa07]
136@sc{W. H@"ormann, J. Leydold, and G. Derflinger} (2007).
137@i{Automatic Random Variate Generation for Unbounded Densities},
138ACM Trans. Model. Comput. Simul. 17(4), pp.18.
139
140@anchor{bib:KLPa05}
141@item [KLPa05]
142@sc{R. Karawatzki, J. Leydold, and K. P@"otzelberger} (2005).
143@i{Automatic Markov chain Monte Carlo procedures for sampling from multivariate distributions},
144Research Report Series of the Department of Statistics and Mathematics 27,
145WU Wien, Augasse 2--6, A-1090 Wien, Austria,
146@uref{http://epub.wu.ac.at/english/}.
147
148@anchor{bib:LJa98}
149@item [LJa98]
150@sc{J. Leydold} (1998).
151@i{A Rejection Technique for Sampling from Log-Concave Multivariate Distributions},
152ACM TOMACS 8(3), pp. 254-280.
153
154@anchor{bib:LJa00}
155@item [LJa00]
156@sc{J. Leydold} (2000).
157@i{Automatic Sampling with the Ratio-of-Uniforms Method},
158ACM Trans. Math. Software 26(1), pp. 78-98.
159
160@anchor{bib:LJa01}
161@item [LJa01]
162@sc{J. Leydold} (2001).
163@i{A simple universal generator for continuous and discrete
164univariate T-concave distributions},
165ACM Trans. Math. Software 27(1), pp. 66-82.
166
167@anchor{bib:LJa02}
168@item [LJa02]
169@sc{J. Leydold} (2003).
170@i{Short universal generators via generalized ratio-of-uniforms method},
171Math. Comp. 72(243), pp. 1453-1471.
172
173@anchor{bib:WGS91}
174@item [WGS91]
175@sc{J.C. Wakefield, A.E. Gelfand, and A.F.M. Smith} (1992).
176@i{Efficient generation of random variates via the ratio-of-uniforms method},
177Statist. Comput. 1(2), pp. 129-133.
178
179@anchor{bib:WAa77}
180@item [WAa77]
181@sc{A.J. Walker} (1977).
182@i{An efficient method for generating discrete random variables with general distributions},
183ACM Trans. Math. Software 3, pp. 253-256.
184
185@end table
186
187@c -------------------------------------------------------
188
189@subheading Special Generators
190
191@table @t
192
193@anchor{bib:ADa74}
194@item [ADa74]
195@sc{J.H. Ahrens, U. Dieter} (1974).
196@i{Computer methods for sampling from gamma, beta, Poisson
197and binomial distributions},
198Computing 12, 223-246.
199
200@anchor{bib:ADa82}
201@item [ADa82]
202@sc{J.H. Ahrens, U. Dieter} (1982).
203@i{Generating gamma variates by a modified rejection technique},
204Communications of the ACM 25, 47-54.
205
206@anchor{bib:ADb82}
207@item [ADb82]
208@sc{J.H. Ahrens, U. Dieter} (1982).
209@i{Computer generation of Poisson deviates from modified normal distributions},
210ACM Trans. Math. Software 8, 163-179.
211
212@anchor{bib:BMa58}
213@item [BMa58]
214@sc{G.E.P. Box and M.E. Muller} (1958).
215@i{A note on the generation of random normal deviates},
216Annals Math. Statist. 29, 610-611.
217
218@anchor{bib:CHa77}
219@item [CHa77]
220@sc{R.C.H. Cheng} (1977).
221@i{The Generation of Gamma Variables with Non-Integral Shape Parameter},
222Appl. Statist. 26(1), 71-75.
223
224@anchor{bib:Dag89}
225@item [Dag89]
226@sc{J.S. Dagpunar} (1989).
227@i{An Easily Implemented Generalised Inverse Gaussian Generator},
228Commun. Statist. Simul. 18(2), 703-710.
229
230@anchor{bib:HDa90}
231@item [HDa90]
232@sc{W. H@"ormann and G. Derflinger} (1990).
233@i{The ACR Method for generating normal random variables},
234OR Spektrum 12, 181-185.
235
236@anchor{bib:KAa81}
237@item [KAa81]
238@sc{A.W. Kemp} (1981).
239@i{Efficient generation of logarithmically distributed
240pseudo-random variables},
241Appl. Statist. 30, 249-253.
242
243@anchor{bib:KRa76}
244@item [KRa76]
245@sc{A.J. Kinderman and J.G. Ramage} (1976).
246@i{Computer Generation of Normal Random Variables},
247J. Am. Stat. Assoc. 71(356), 893 - 898.
248
249@anchor{bib:MJa87}
250@item [MJa87]
251@sc{J.F. Monahan} (1987).
252@i{An algorithm for generating chi random variables},
253ACM Trans. Math. Software 13, 168-172.
254
255@anchor{bib:MGa62}
256@item [MGa62]
257@sc{G. Marsaglia} (1962).
258@i{Improving the Polar Method for Generating a Pair of Random Variables},
259Boeing Sci. Res. Lab., Seattle, Washington.
260
261@anchor{bib:MOa84}
262@item [MOa84]
263@sc{G. Marsaglia and I. Olkin} (1984).
264@i{Generating Correlation Matrices},
265SIAM J. Sci. Stat. Comput 5, 470-475.
266
267@anchor{bib:STa89}
268@item [STa89]
269@sc{E. Stadlober} (1989).
270@i{Sampling from Poisson, binomial and hypergeometric distributions:
271ratio of uniforms as a simple and fast alternative},
272Bericht 303, Math. Stat. Sektion,
273Forschungsgesellschaft Joanneum, Graz.
274
275@anchor{bib:ZHa94}
276@item [ZHa94]
277@sc{H. Zechner} (1994).
278@i{Efficient sampling from continuous and discrete unimodal distributions},
279Pd.D. Thesis, 156 pp., Technical University Graz, Austria.
280
281@end table
282
283@c -------------------------------------------------------
284
285@subheading Other references
286
287@table @t
288
289@anchor{bib:CPa76}
290@item [CPa76]
291@sc{R. Cranley and T.N.L. Patterson} (1976).
292@i{Randomization of number theoretic methods for multiple integration},
293SIAM J. Num. Anal., Vol. 13, pp. 904-914.
294
295@anchor{bib:HJa61}
296@item [HJa61]
297@sc{R. Hooke and T.A. Jeeves} (1961).
298@i{Direct Search Solution of Numerical and Statistical Problems},
299Journal of the ACM, Vol. 8, April 1961, pp. 212-229.
300
301@end table
302
303@c -------------------------------------------------------
304
305=EON
306