Indexed search explained
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.
Sources
- Chen . H. C. . Asau . Y. . 10.1080/05695557408974949 . On Generating Random Variates from an Empirical Distribution . AIIE Transactions . 6 . 2 . 163–166. 1974 .
- Fishman, G.S. (1996) Monte Carlo. Concepts, Algorithms, and Applications. New York: Springer.
- Ripley, B. D. (1987) Stochastic Simulation. Wiley.
Notes and References
- Ripley
- Fishman