Discrete random variates generator

Details Discrete random variates generator Discrete random variates generator

G - Physics

06

F

354/137

G06F 7/58 (2006.01)

Patent

CA 1190978

- 32 - DISCRETE RANDOM VARIATES GENERATOR Abstract Method and apparatus for the rapid generation of discrete random variates, of a general probability distribution, from random variates of a uniform distribution uses simple logic and moderate storage requirements. Access to a first table at an address which is a function of a uniform variate gives the desired variate value directly for a large percentage of cases and in the remaining cases the desired variate value is obtained by an indexed search of a second table of cumulative distribution function values. Results of greater precision are realized in faster execution times with less logic complexity and reduced storage bulk as compared with prior methods and apparatus.

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