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