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Non-Uniform Random Variate Generation
(originally published with Springer-Verlag, New York, 1986)
Luc Devroye
School of Computer Science
McGill University


III. DISCRETE RANDOM VARIATES 83
1. Introduction. 83
2. The inversion method. 85
   2.1. Introduction. 85
   2.2. Inversion by truncation of a continuous random variate. 87


http://en.wikipedia.org/wiki/Variate

http://en.wikipedia.org/wiki/Exponential_decay

http://en.wikipedia.org/wiki/Poisson_distribution


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posted by maetel