Girish Mahajan (Editor)

Indexed search

Updated on
Edit
Like
Comment
Share on FacebookTweet on TwitterShare on LinkedInShare on Reddit

Indexed search, also called the cutpoint method, is an algorithm for discrete-distribution pseudo-random number sampling, invented by Chen and Asau in 1974.

Literature

  • Chen, H. C.; Asau, Y. (1974). "On Generating Random Variates from an Empirical Distribution". AIIE Transactions. 6 (2): 163–166. doi:10.1080/05695557408974949. 
  • Fishman,G.S. (1996) Monte Carlo. Concepts, Algorithms, and Applications. New York: Springer.
  • Ripley, B. D. (1987) Stochastic Simulation. Wiley. ISBN 0-471-81884-4

    • References

    Indexed search Wikipedia
    (Text) CC BY-SA