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Published in:
1992 | OriginalPaper | Chapter
Nonuniform Random Numbers: A Sensitivity Analysis for Transformation Methods
Authors : Lothar Afflerbach, Wolfgang Hörmann
Published in: Simulation and Optimization
Publisher: Springer Berlin Heidelberg
Included in: Professional Book Archive
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There are many methods for the transformation of uniform random numbers into nonuniform random numbers. These methods are employed for pseudo-random numbers generated by computer programs. It is shown that the sensitivity to the pseudo-random numbers used can vary a lot between the transformation methods. A classification of the sensitivity of several transformation methods is given. Numerical examples are presented for various transformation methods.