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=APPENDIX  Bibliography  Bibliography 

=UP TOP [a07]

=DESCRIPTION

@subheading Standard Distributions

@table @t

@anchor{bib:JKKa92}
@item [JKKa92]
@sc{N.L. Johnson, S. Kotz, and A.W. Kemp} (1992).
@i{Univariate Discrete Distributions},
2nd edition,
John Wiley & Sons, Inc., New York.

@anchor{bib:JKBb94}
@item [JKBb94] 
@sc{N.L. Johnson, S. Kotz, and N. Balakrishnan} (1994).
@i{Continuous Univariate Distributions}, 
Volume 1,
2nd edition,
John Wiley & Sons, Inc., New York.

@anchor{bib:JKBc95}
@item [JKBc95]
@sc{N.L. Johnson, S. Kotz, and N. Balakrishnan} (1995).
@i{Continuous Univariate Distributions}, 
Volume 2,
2nd edition,
John Wiley & Sons, Inc., New York.

@anchor{bib:JKBd97}
@item [JKBd97]
@sc{N.L. Johnson, S. Kotz, and N. Balakrishnan} (1997).
@i{Discrete Multivariate Distributions}, 
John Wiley & Sons, Inc., New York.

@anchor{bib:KBJe00}
@item [KBJe00]
@sc{S. Kotz, N. Balakrishnan, and N.L. Johnson} (2000).
@i{Continuous Multivariate Distributions},
Volume 1: Models and Applications,
John Wiley & Sons, Inc., New York.

@end table

@c -------------------------------------------------------

@subheading Universal Methods -- Surveys

@table @t

@anchor{bib:HLD04}
@item [HLD04]
@sc{W. H@"ormann, J. Leydold, and G. Derflinger} (2004).
@i{Automatic Nonuniform Random Variate Generation},
Springer, Berlin.

@end table

@c -------------------------------------------------------

@subheading Universal Methods

@table @t

@anchor{bib:AJa93}
@item [AJa93]
@sc{J.H. Ahrens} (1993).
@i{Sampling from general distributions by suboptimal division of domains},
Grazer Math. Berichte 319, 30pp.

@anchor{bib:AJa95}
@item [AJa95]
@sc{J.H. Ahrens} (1995).
@i{An one-table method for sampling from continuous and discrete distributions},
Computing 54(2), pp. 127-146.

@anchor{bib:CAa74}
@item [CAa74]
@sc{H.C. Chen and Y. Asau} (1974).
@i{On generating random variates from an empirical distribution},
AIIE Trans. 6, pp. 163-166.

@anchor{bib:DHLa08}
@item [DHLa08]
@sc{G. Derflinger, W. H@"ormann, and J. Leydold} (2008).
@i{Numerical inversion when only the density function is known},
Research Report Series of the Department of Statistics and Mathematics 78, 
WU Wien, Augasse 2--6, A-1090 Wien, Austria,
@uref{http://epub.wu.ac.at/english/}.

@anchor{bib:DLa86}
@item [DLa86]
@sc{L. Devroye} (1986).
@i{Non-Uniform Random Variate Generation},
Springer Verlag, New York.

@anchor{bib:GWa92}
@item [GWa92]
@sc{W.R. Gilks and P. Wild} (1992).
@i{Adaptive rejection sampling for Gibbs sampling},
Applied Statistics 41, pp. 337-348.

@anchor{bib:HWa95}
@item [HWa95]
@sc{W. H@"ormann} (1995).
@i{A rejection technique for sampling from T-concave distributions},
ACM Trans. Math. Software 21(2), pp. 182-193.

@anchor{bib:HDa96}
@item [HDa96]
@sc{W. H@"ormann and G. Derflinger} (1996).
@i{Rejection-inversion to generate variates from monotone discrete distributions},
ACM TOMACS 6(3), 169-184.

@anchor{bib:HLa00}
@item [HLa00]
@sc{W. H@"ormann and J. Leydold} (2000).
@i{Automatic random variate generation for simulation input.}
In: J.A. Joines, R. Barton, P. Fishwick, K. Kang (eds.),
Proceedings of the 2000 Winter Simulation Conference, pp. 675-682.

@anchor{bib:HLa03}
@item [HLa03]
@sc{W. H@"ormann and J. Leydold} (2003).
@i{Continuous Random Variate Generation by Fast Numerical Inversion},
ACM TOMACS 13(4), 347-362.

@anchor{bib:HLDa07}
@item [HLDa07]
@sc{W. H@"ormann, J. Leydold, and G. Derflinger} (2007).
@i{Automatic Random Variate Generation for Unbounded Densities},
ACM Trans. Model. Comput. Simul. 17(4), pp.18.

@anchor{bib:KLPa05}
@item [KLPa05]
@sc{R. Karawatzki, J. Leydold, and K. P@"otzelberger} (2005).
@i{Automatic Markov chain Monte Carlo procedures for sampling from multivariate distributions},
Research Report Series of the Department of Statistics and Mathematics 27, 
WU Wien, Augasse 2--6, A-1090 Wien, Austria,
@uref{http://epub.wu.ac.at/english/}.

@anchor{bib:LJa98}
@item [LJa98]
@sc{J. Leydold} (1998).
@i{A Rejection Technique for Sampling from Log-Concave Multivariate Distributions},
ACM TOMACS 8(3), pp. 254-280.

@anchor{bib:LJa00}
@item [LJa00]
@sc{J. Leydold} (2000).
@i{Automatic Sampling with the Ratio-of-Uniforms Method},
ACM Trans. Math. Software 26(1), pp. 78-98.

@anchor{bib:LJa01}
@item [LJa01]
@sc{J. Leydold} (2001).
@i{A simple universal generator for continuous and discrete 
univariate T-concave distributions},
ACM Trans. Math. Software 27(1), pp. 66-82.

@anchor{bib:LJa02}
@item [LJa02]
@sc{J. Leydold} (2003).
@i{Short universal generators via generalized ratio-of-uniforms method},
Math. Comp. 72(243), pp. 1453-1471.

@anchor{bib:WGS91}
@item [WGS91]
@sc{J.C. Wakefield, A.E. Gelfand, and A.F.M. Smith} (1992).
@i{Efficient generation of random variates via the ratio-of-uniforms method},
Statist. Comput. 1(2), pp. 129-133.

@anchor{bib:WAa77}
@item [WAa77]
@sc{A.J. Walker} (1977).
@i{An efficient method for generating discrete random variables with general distributions},
ACM Trans. Math. Software 3, pp. 253-256.

@end table

@c -------------------------------------------------------

@subheading Special Generators

@table @t

@anchor{bib:ADa74}
@item [ADa74]
@sc{J.H. Ahrens, U. Dieter} (1974).
@i{Computer methods for sampling from gamma, beta, Poisson
and binomial distributions},
Computing 12, 223-246.

@anchor{bib:ADa82}
@item [ADa82]
@sc{J.H. Ahrens, U. Dieter} (1982).
@i{Generating gamma variates by a modified rejection technique},
Communications of the ACM 25, 47-54.

@anchor{bib:ADb82}
@item [ADb82]
@sc{J.H. Ahrens, U. Dieter} (1982).
@i{Computer generation of Poisson deviates from modified normal distributions},
ACM Trans. Math. Software 8, 163-179.

@anchor{bib:BMa58}
@item [BMa58]
@sc{G.E.P. Box and M.E. Muller} (1958).
@i{A note on the generation of random normal deviates},
Annals Math. Statist. 29, 610-611. 

@anchor{bib:CHa77}
@item [CHa77]
@sc{R.C.H. Cheng} (1977).
@i{The Generation of Gamma Variables with Non-Integral Shape Parameter},
Appl. Statist. 26(1), 71-75.

@anchor{bib:Dag89}
@item [Dag89]
@sc{J.S. Dagpunar} (1989).
@i{An Easily Implemented Generalised Inverse Gaussian Generator},
Commun. Statist. Simul. 18(2), 703-710.

@anchor{bib:HDa90}
@item [HDa90]
@sc{W. H@"ormann and G. Derflinger} (1990).
@i{The ACR Method for generating normal random variables},
OR Spektrum 12, 181-185.

@anchor{bib:KAa81}
@item [KAa81]
@sc{A.W. Kemp} (1981).
@i{Efficient generation of logarithmically distributed 
pseudo-random variables},
Appl. Statist. 30, 249-253.

@anchor{bib:KRa76}
@item [KRa76]
@sc{A.J. Kinderman and J.G. Ramage} (1976).
@i{Computer Generation of Normal Random Variables},
J. Am. Stat. Assoc. 71(356), 893 - 898.

@anchor{bib:MJa87}
@item [MJa87]
@sc{J.F. Monahan} (1987).
@i{An algorithm for generating chi random variables},
ACM Trans. Math. Software 13, 168-172.

@anchor{bib:MGa62}
@item [MGa62]
@sc{G. Marsaglia} (1962).
@i{Improving the Polar Method for Generating a Pair of Random Variables},
Boeing Sci. Res. Lab., Seattle, Washington.

@anchor{bib:MOa84}
@item [MOa84]
@sc{G. Marsaglia and I. Olkin} (1984).
@i{Generating Correlation Matrices},
SIAM J. Sci. Stat. Comput 5, 470-475.

@anchor{bib:STa89}
@item [STa89]
@sc{E. Stadlober} (1989).
@i{Sampling from Poisson, binomial and hypergeometric distributions:
ratio of uniforms as a simple and fast alternative},
Bericht 303, Math. Stat. Sektion,
Forschungsgesellschaft Joanneum, Graz.

@anchor{bib:ZHa94}
@item [ZHa94]
@sc{H. Zechner} (1994).
@i{Efficient sampling from continuous and discrete unimodal distributions},
Pd.D. Thesis, 156 pp., Technical University Graz, Austria.

@end table

@c -------------------------------------------------------

@subheading Other references

@table @t

@anchor{bib:CPa76}
@item [CPa76]
@sc{R. Cranley and T.N.L. Patterson} (1976).
@i{Randomization of number theoretic methods for multiple integration},
SIAM J. Num. Anal., Vol. 13, pp. 904-914.

@anchor{bib:HJa61}
@item [HJa61]
@sc{R. Hooke and T.A. Jeeves} (1961).
@i{Direct Search Solution of Numerical and Statistical Problems},
Journal of the ACM, Vol. 8, April 1961, pp. 212-229.

@end table

@c -------------------------------------------------------

=EON
