Algorithm
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Randomness
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Probability distribution
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Monte Carlo method
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Probability distributions
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Continuous probability distribution
Pseudorandom number generator
Computational statistics
Random number generation
Discrete probability distribution
Discrete probability theory
PN sequences
Pseudo-random number sampling
Pseudo-random number sampling or non-uniform pseudo-random variate generation is the numerical practice of generating pseudo-random numbers that are distributed according to a given probability distri...
Inverse transform sampling
Inverse transform sampling (also known as inversion sampling, the inverse probability integral transform, the inverse transformation method, Smirnov transform, golden rule,) is a basic method for pseu...
Indexed search
Indexed search, also called the cutpoint method, is an algorithm for discrete-distribution pseudo-random number sampling, invented by Chen and Asau in 1974.
Marsaglia polar method
The polar method (attributed to George Marsaglia, 1964) is a pseudo-random number sampling method for generating a pair of independent standard normal random variables. While it is superior to the Box...
Poisson random numbers
In probability theory and statistics, the Poisson distribution (French pronunciation [pwasɔ̃]; in English usually /ˈpwɑːsɒn/), named after French mathematician Siméon Denis Poisson, is a discrete prob...
Poisson random numbers - Wikipedia
Slice sampling
Slice sampling is a type of Markov chain Monte Carlo algorithm for pseudo-random number sampling, i.e. for drawing random samples from a statistical distribution. The method is based on the observatio...
Slice sampling - Wikipedia
Ziggurat algorithm
The ziggurat algorithm is an algorithm for pseudo-random number sampling. Belonging to the class of rejection sampling algorithms, it relies on an underlying source of uniformly-distributed random nu...
Ziggurat algorithm - Wikipedia
Convolution random number generator
In statistics and computer software, a convolution random number generator is a pseudo-random number sampling method that can be used to generate random variates from certain classes of probability d...
Rejection sampling
In mathematics, rejection sampling is a basic technique used to generate observations from a distribution. It is also commonly called the acceptance-rejection method or "accept-reject algorithm" and i...
Rejection sampling - Wikipedia
Box–Muller transform
The Box–Muller transform (by George Edward Pelham Box and Mervin Edgar Muller 1958) is a pseudo-random number sampling method for generating pairs of independent, standard, normally distributed (zero ...
Box–Muller transform - Wikipedia