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| Devroye L. — Non-Uniform Random Variate Generation |
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| Предметный указатель |
First passage time distribution 150
First waiting time method for binomial distribution 525
First-Passage-Time 755
First-passage-time in M/M/1 queue, rejection method for 757
First-passage-time, distribution of 755
Fisher — von Mises distribution 571
Fisher's approximation 136
Fisher's transformation 406
Fisher, N.I. 473 474 476
Fishman, G.S. 4 502 505 523 543
Fix, E. 587
Fleishman's family 694
Fleishman, A.I. 694
Floyd, R.W. 431 747
Folded normal distribution 469
Folks, J.L. 148
Forsythe — von Neumann method 121
Forsythe — von Neumann method for gamma distribution 130 420
Forsythe's method 123
Forsythe's method for beta distribution 432
Forsythe's method for normal distribution 380
Forsythe's method for the exponential distribution 125
Forsythe's method, analysis of 124 132
Forsythe's method, Monahan's generalization of 127
Forsythe, G.E. 121 123 380
Fox, B.L. 4 29 251 431 580 736 746 747 767
Fraker, J.R. 571
Franklin, J.N. 571
Franta, W.R. 746 747
Frechet bounds 586
Frechet distributions 578 579
Frechet's extremal distributions 579 580 581 600
Frechet's extremal distributions, discrete form for 593
Frechet's family 581
Frechet's inequalities 579 586 593
Frechet, M. 578 581
Fredkin, E. 104
Free tree 662
Freeman — Tukey approximation 136
Freeman, M.F. 136
Friday, D.S. 4
Full correlation range 582
Future event set 736
Future event set algorithm 736
Gambler's ruin problem 758 759
Gamma distribution 401
Gamma distribution with parameter less than one 415 419 424 425
Gamma distribution, algorithm G4PE for 426
Gamma distribution, algorithm GB for 405 411 413 420 423
Gamma distribution, algorithm GBH for 406
Gamma distribution, algorithm GC for 405
Gamma distribution, algorithm GO for 405 413 423
Gamma distribution, algorithm GRUB for 406
Gamma distribution, algorithm GS for 420 424 425 426
Gamma distribution, algorithm RGS for 426
Gamma distribution, algorithm TAD2, for 405
Gamma distribution, algorithm XG for 405 410
Gamma distribution, almost-exact inversion method for 137 145
Gamma distribution, as a DHR distribution 267
Gamma distribution, as an IHR distribution 343
Gamma distribution, as an NBUE distribution 742
Gamma distribution, as an NWUE distribution 742
Gamma distribution, Berman's method for 419 420
Gamma distribution, Best's rejection method for 410
Gamma distribution, characteristic function of 734
Gamma distribution, Cheng's rejection method for 411 413 423
Gamma distribution, closure under addition 20
Gamma distribution, composition-rejection method for 420
Gamma distribution, convergence to normal distribution 58
Gamma distribution, definition 7
Gamma distribution, distribution of ratio 25
Gamma distribution, Forsythe — von Neumann method for 130 420
Gamma distribution, generator for 182
Gamma distribution, inequalities for 408 425 734
Gamma distribution, Johnk's method for 418 420
Gamma distribution, local central limit theorem for 404
Gamma distribution, log-concavity of 287 406
Gamma distribution, Marsaglia's algorithm RGAMA for 406
Gamma distribution, normal approximations for 136
Gamma distribution, properties 13 23
Gamma distribution, properties of 182 402 423 428
Gamma distribution, ratio-of-uniforms method for 203 406
Gamma distribution, recursive properties of 181
Gamma distribution, rejection method for 132 304 405 415 419 426
Gamma distribution, relation to beta distribution 403 429 595
Gamma distribution, relation to Cauchy distribution 427
Gamma distribution, relation to Dirichlet distribution 594
Gamma distribution, relation to exponential distribution 402
Gamma distribution, relation to exponential power distribution 175 193 420
Gamma distribution, relation to generalized inverse gaussian distribution 478
Gamma distribution, relation to Johnson — Tietjen — Beckman distribution 175
Gamma distribution, relation to normal distribution 23 402
Gamma distribution, relation to Pareto distribution 194
Gamma distribution, relation to Pearson ATI distribution 427
Gamma distribution, relation to Stacy's generalized gamma distribution 423
Gamma distribution, relation to t distribution 15 427 445
Gamma distribution, relation to uniform distribution on unit sphere 227
Gamma distribution, relation to uniform order statistics 210
Gamma distribution, sample maximum of 678
Gamma distribution, strip method for 406
Gamma distribution, thinning method for 277
Gamma distribution, Wilson — Hilferty approximation-based method for 139 141
Gamma distribution, Wilson — Hilferty transformation for 137
Gamma function 490 491 493
Gamma-integral distribution 191
Gaver, D.P. 261 277
Gebelein, H. 574
Gehrke, H. 631
General alias algorithm 111
General position 568
Generalization of a sample 759
Generalized Cauchy distribution 452
Generalized gaussian distribution 323
Generalized gaussian distribution, inequalities for 323
Generalized gaussian distribution, universal rejection method for 324
Generalized hyperbolic distribution 478
Generalized inverse gaussian distribution 478
Generalized inverse gaussian distribution, log-concavity of 287 479
Generalized inverse gaussian distribution, properties of 479
Generalized inverse gaussian distribution, rejection method for 479 480
Generalized Liouville distribution 599
Generalized logarithmic series distribution 549
Generalized logistic distribution 330 480
Generalized logistic distribution, relation to beta distribution 480
Generating function 83 486
Generator, admissible 9 10
Generator, portability 8
Generator, readability 8
Generator, set-up time 8
Generator, speed 8
Gentle, J.E. 4
Geometric distribution 487 498
Geometric distribution, definition 84
Geometric distribution, experimental method for 499
Geometric distribution, geometrical puzzles 111
Geometric distribution, inversion method for 87 499 500
Geometric distribution, memoryless property of 500
Geometric distribution, properties of 498
Geometric distribution, relation to binomial distribution 522
Geometric distribution, relation to logarithmic series distribution 547
Geometric distribution, sequential test method for 280
Gerontides, I. 215 220
Ghost point method in sequential sampling 626 628
Ghost point method, analysis of 629
Ghost sample method in sequential sampling 621 626
Gibbons, J.D. 574
Girault, M. 186
Gleaves, J.T. 372
Glick, N. 649
Godwin, H.J. 322 685 691
| Gonnet, G.H. 747
Gordon's inequality 681
Gordon, R.D. 681
Grade correlation 574
Gram — Charlier series 735
Grassia's distribution 444 445
Grassia, A. 444
Graybill, F.A. 565
Green, E.H. 158
Green, P.J. 372 374
Greenwood, A.J. 63 141 406
Grenander, U. 171
Grid method 368
Grid method for bounded densities 376
Grid method for Riemann integrable densities 377
Grid method for unimodal density 377
Grid method in avoidance problems 373
Grid method, analysis of 370 371
Grid method, size of directory 370
Grid, directory 368
Groeneveld, R.A. 482
Grouping method for order statistics 220
Guerra, V.O. 763
Guide tables, algorithm 97
Guide tables, definition 96
Guide tables, set-up 98
Gumbel's bivariate exponential family 583 591
Gumbel's bivariate logistic distribution, relation to Cook — Johnson distribution 602
Gumbel's family 578
Gumbel, E.J. 287 330 578 583 584
Guralnik, G. 232
Gyorfi, L. 759 762 763 764 766 767
Haas, R.W. 145
Hacet, B.I. 309
Halfnormal distribution as an IHR distribution 343
Halgreen, C. 478
Hall, P. 733
Hammersley, J.M. 29
Hammond, J.L. 571
Handscomb, D.C. 29
Hankel determinant 683
Haq, M.S. 578
Hardy, G.H. 338
Harris, C.M. 194
Hart, J.F. 626
Hartley, H.O. 215
Hashing with chaining 617
Hastings, C. 36
Hazard rate 260 341
Hazard rate, relation to nonhomogeneous Poisson process 260
Heap 92
Heap in discrete event simulation 747 748
Heapsort 214
Heiberger, R.M. 607
Height-balanced tree 613
Henriksen's algorithm 746
Henriksen, J.O. 746
Hermite distribution 592
Hermite polynomial 733
Heyde's family 693
Heyde, C. 693
Heyman, D.P. 749 755
Hickey, T. 673
Hicks, J.S. 243
Hierarchical bucket structure in discrete event simulation 746
Hilferty, M.M. 136
Hill, I.D. 678
Hill, T.W. 685
histogram 685 687
Histogram method 103
Hitchin, D. 678
Hoeffding, W. 580 588
Hoffman, R.G. 571
Holcomb, E.W. 458
HOLD model 742 743
HOLD model, analysis of 748
Holliday, E.M. 571
Hopcroft, J.E. 90 92 214 372 669
Hora, S.C. 763
Horner's rule 141
Horspool, N. 101
Hsuan, F.C. 570
Hu — Tucker algorithm 91
Hu, T.C. 91 657
Huffman tree 91 776
Huffman tree, analysis of 93
Huffman tree, construction of 92
Huffman, D. 91
Hutchinson, T.P. 558 600 602
Hybrid rejection method 115
Hyperbola distribution 483
Hyperbolic cosine distribution 330
Hyperbolic distribution 483
Hyperbolic distribution, log-concavity of 483
Hyperbolic distribution, rejection method for 483
Hyperbolic distribution, relation to generalized inverse gaussian distribution 483 484
Hyperbolic secant distribution 471
Hyperbolic secant distribution, inequalities for 472
Hyperbolic secant distribution, inversion method for 472
Hyperbolic secant distribution, log-concavity of 287
Hyperbolic secant distribution, properties of 472
Hyperbolic secant distribution, rejection method for 472
Hyperbolic secant distribution, relation to Cauchy distribution 472
Hyperbolic secant distribution, relation to normal distribution 472
Hypergeometric distribution 544
Hypergeometric distribution, properties of 545 619
Hypergeometric distribution, rejection method for 545
Hypergeometric distribution, relation to binomial distribution 545
Hypergeometric distribution, universal rejection method for 545
Hyperrectangle parking problem 374
Hypoexponential distribution, generators for 121
Ibragimov, I.A. 183 184 288 455 459 720
IHR distributions 261
IHR distributions, inversion-rejection method for 342
IHR distributions, properties of 343 356
Incidence matrix 671
Inclusion-Exclusion Principle 21 519
Incremental method for uniform distribution on hypersphere 243
Independence 6
Indicator function 8
Inequalities for exponential distribution 55
Inequalities for tails of distribution functions 321
Inequality, Chebyshev's 321
Inequality, Markov's 321
Inequality, Narumi's 321
Integral representation for Bessel function of first kind 756
Integral representation for stable distribution 459
Invariance under monotone transformations 574
Inverse gaussian distribution 148 478
Inverse gaussian distribution, generator of Michael, Schucany and Haas for 149
Inverse gaussian distribution, properties of 148 150
Inverse-of-f method 178
Inverse-of-f method for normal distribution 178
Inverse-of-f method, application of 315
Inversion by binary search 89 93
Inversion by correction 98
Inversion by correction, algorithm 99
Inversion by correction, analysis 99
Inversion by correction, modified algorithms 100
Inversion by hashing 96
Inversion by sequential search 85
Inversion by truncation of a continuous random variable 87
Inversion formula 700 719
Inversion inequalities 625
Inversion method 27 28 261
Inversion method by sequential search 776
Inversion method for Bartlett's kernel 767
Inversion method for binomial distribution 524
Inversion method for Burr distribution 477
Inversion method for Cauchy distribution 29 450
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