A Random Number Generator for Continuous Random Variables Based on an Interpolation Procedure of Akima

Authors: Victor O. Guerra; Richard A. Tapia; James R. Thompson; RICE UNIV HOUSTON TEX DEPT OF MATHEMATICAL SCIENCES

Abstract:

A Fortran-IV subroutine is given which may be used to generate random observations of a continuous random variable from a table of discrete observations. This subroutine employs Akima's algorithm for cubic spline interpolation. The compatibility of problem and algorithm is such that this simple routine gives very good results. (Author)

Pages:

Report Date:

1970

Contract Number:

E(40-1)-5046, NAS9-12776

Report Number:

A368401

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Keywords relating to this report:

*COMPUTERIZED SIMULATION

*INTERPOLATION

*RANDOM NUMBER GENERATORS

ALGORITHMS

CUBIC SPLINE TECHNIQUE

PSEUDO RANDOM SYSTEMS