Indexed search,^[1] also called the cutpoint method,^[2] is an algorithm for discrete-distribution pseudo-random number sampling, invented by Chen and Asau in 1974.

References

^ Ripley
^ Fishman

Sources

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

Category

Category:

Non-uniform random numbers