Random Variate Generation Methods

Devroye, Luc. Non-Uniform Random Variate Generation. New York: Springer-Verlag, 1986.

Iman, Ronald L., and W.J. Conover. "A Distribution-Free Approach to Inducing Rank Correlation Among Input Variables," Communications in Statistics B11(3):1982.

Iman, Ronald L., and J.M. Davenport. "Rank Correlation Plots for Use With Correlated Input Variables," Communications in Statistics B11(3): (1982).

Iman, Ronald L., and J.M. Davenport. Latin Hypercube Sampling (A Program User’s Guide). Technical Report SAND79-1473, Sandia National Laboratories, 1980.

Kennedy, William J., Jr., and James E. Gentle. Statistical Computing. New York: Marcel Dekker, Inc., 1980.

Knuth, Donald E. The Art of Computer Programming, Vols I-III. Reading, MA: Addison-Wesley Publishing Co., 1969.

Newman, Thomas G., and Patrick L. Odell. The Generation of Random Variates. New York: Hafner Publishing Co., 1971.

Press, William H., et al. Numerical Recipes in C, 2nd Ed. Cambridge, England: Cambridge University Press, 1993.

Odeh, R.E., and J.O. Evans. "Percentage Points of the Normal Distribution," Applied Statistics. London: Royal Statistical Society, 1974.

Sedgewich, Robert. Algorithms. Reading, MA: Addison Wesley Publishing Co., 1983.