Generating Discrete Random Variables in a Computer

This note is concerned with details of how to
instruct a computer to choose one from many things 
with assigned probabilities.  The method uses a uniform
variable to direct the computer to a memory location; 
if this is done by a sequence of appropriately chosen
conditional probabilities, efficient use of memory 
space and quite fast programs will result.

CACM January, 1963

Marsaglia, G.

CA630108 JB March 14, 1978  2:40 PM

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