Indexed search

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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[edit]

  1. ^ Ripley
  2. ^ Fishman
  • Chen, H. C.; Asau, Y. (1974). "On Generating Random Variates from an Empirical Distribution". AIIE Transactions 6 (2): 163–166. doi:10.1080/05695557408974949. 
  • Fishman,G.S. (1996) Monte Carlo. Concepts, Algorithms, and Applications. New York: Springer.
  • Ripley, B. D. (1987) Stochastic Simulation. Wiley. ISBN 0-471-81884-4