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This is an old revision of this page, as edited by Marie Poise (talk | contribs) at 15:03, 6 May 2011 (also called the '''cutpoint method'''). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.
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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.

Literature

  1. ^ Ripley
  2. ^ Fishman
  • H.-C. Chen and Y. Asau: On generating random variates from an empirical distribution.

AIIE Transactions, 6:163–166 (1974).

  • Fishman,GS: Monte Carlo. Concepts, Algorithms, and Applications. New York: Springer (1996).
  • B. D. Ripley: Stochastic Simulation. Whiley (1987).
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