Open Access
September, 1961 Expressing a Random Variable in Terms of Uniform Random Variables
G. Marsaglia
Ann. Math. Statist. 32(3): 894-898 (September, 1961). DOI: 10.1214/aoms/1177704983


This note suggests that expressing a distribution function as a mixture of suitably chosen distribution functions leads to improved methods for generating random variables in a computer. The idea is to choose a distribution function which is close to the original and use it most of the time, applying the correction only infrequently. Mixtures allow this to be done in probability terms rather than in the more elaborate ways of conventional numerical analysis, which must be applied every time.


Download Citation

G. Marsaglia. "Expressing a Random Variable in Terms of Uniform Random Variables." Ann. Math. Statist. 32 (3) 894 - 898, September, 1961.


Published: September, 1961
First available in Project Euclid: 27 April 2007

zbMATH: 0139.35604
MathSciNet: MR130090
Digital Object Identifier: 10.1214/aoms/1177704983

Rights: Copyright © 1961 Institute of Mathematical Statistics

Vol.32 • No. 3 • September, 1961
Back to Top