by
James E. Gentle
Subject Index
acceptance/complement method, for random number generation 55
acceptance/rejection method, for random number generation 45
{\sl ACM Transactions on Mathematical Software} 138, 154
{\sl ACM Transactions on Modeling and Computer Simulation} 154
adaptive direction sampling 66
add-with-carry random number generator 26
additive congruential random number generator 5
alias method, for random number generation 59
alias-urn method, for random number generation 61
almost exact inversion, for random number generation 50
American National Standards Institute, {\it see} ANSI
AMS MR classification system 154
antithetic variates 14, 117
{\sl Applied Statistics} 138, 154, 156
AWC random number generator 26
ball, generating random points in a ball 93
batch means for variance estimation 115
Bernoulli distribution, generating random deviates 45, 96
beta distribution, generating random deviates 81
beta-binomial distribution, generating random deviates 84, 97
Beyer ratio 125
binary matrix rank test 127
binary random variables, generating random deviates 45, 96
binomial distribution, generating random deviates 84
birthday spacing test 127
bit stripping 5, 6, 15
bitstream test 127
blocks, simulation experiments 34
Burr distribution, generating random deviates 88
Burr family of distributions 95
C (programming language) 137
{\sl CALGO} 154, 156
Cauchy distribution, generating random deviates 86
censored data, simulating 108
chi-squared distribution, generating random deviates 81, 83
common variates 118
{\sl Communications in Statistics -- Series B} 154
COMPSTAT 153, 154
{\sl Computational Statistics and Data Analysis} 154
{\sl Computational Statistics} 154
{\sl Computing Science and Statistics} 155
congruential random number generator 5
constrained sampling 119
correlated random variables, generation 53, 98, 106
correlation matrices, generating random ones 90
craps test 129
crude Monte Carlo 112
cryptography 2, 3, 27
{\sl Current Index to Statistics} 154
cycle length of random number generator 3, 6, 15, 16
data-based random number generation 99, 141
DIEHARD tests for random number generators 126
Dirichlet distribution, generating random deviates 94
discrepancy 22, 27, 126, 131
discrete uniform distribution, generating random deviates 42
DNA test for random numbers 128
double exponential distribution, generating random deviates 78
economical method, for random number generation 56
Erlang distribution, generating random deviates 80
exact-approximation method, for random number generation 50
exponential distribution, generating random deviates 77
exponential power distribution, generating random deviates 78
Faure sequence 131
feedback shift register generator 28
Fibonacci random number generator 24
folded distribution 73
Fortran 90
gamma distribution, bivariate extension 95
gamma distribution, generating random deviates 79
GAMS (Guide to Available Mathematical Software) 138, 156
GAMS, electronic access 156
Gaussian distribution, {\it see} normal distribution
generalized lambda family of distributions, generating random deviates 87
geometric distribution, generating random deviates 85
geometric splitting 118
GFSR (method) 28
Gibbs method 66
GIS (geographic information system) 105
Gray code 133, 134
{\sl Guide to Available Mathematical Software}, {\it see} GAMS
Halton sequence 131
Hastings method 64
heat bath method 47
heavy-tailed distribution 88
hit-and-run method 65, 89
hit-or-miss Monte Carlo 47, 112, 118, 121
{\tt html} 156
hypergeometric distribution, generating random deviates 85
importance sampling 118, 121
IMSL Libraries 138, 139
infinitely divisible distribution, generating random deviates from 67
Interface Symposium 153, 155
International Association of Statistical Computing (IASC) 153, 154
International Standards Organization, {\it see} ISO
Internet 155, 156
inversive congruential generator 26
Java (software system) 156
Johnson family of distributions 87
{\sl Journal of Computational and Graphical Statistics} 154
{\sl Journal of Statistical Computation and Simulation} 155
$k$-$d$-tree 100
Kepler conjecture 101
lagged Fibonacci generator 24
lambda family of distributions, generating random deviates 87
Laplace distribution, generating random deviates 78
Latin hypercube sampling 119
lattice test for random number generators 12, 16, 124
leapfrogging, in random number generation 13
Lehmer congruential random number generator 5
Lehmer sequence 5
Lehmer tree 34
linear congruential random number generator 5
log-concave distribution 67
logarithmic distribution, generating random deviates 86
lognormal distribution, generating random deviates 86
majorizing density 46, 95
Markov chain Monte Carlo 66
{\sl Mathematical Reviews} 154
Matlab (software) 138
matrix congruential generator 23
MCMC (Markov chain Monte Carlo) 66
Metropolis-Hastings method 64
minimum distance test 128
Minkowski reduced basis 125
modular arithmetic 3
Monte Carlo evaluation of an integral 111
Monte Carlo experimentation 147
Monte Carlo study 147
Mosaic 156
MR classification system 154
multinomial distribution, generating random deviates 90
multiple recursive random number generator 23, 24
multiplicative congruential random number generator 5
multiply-with-carry random number generator 26
multivariate distributions, generating random deviates 89, 99
multivariate normal distribution, generating random deviates 89
multivariate stable distribution, generating random deviates 95
nearest neighbors 100
negative binomial distribution, generating random deviates 85
{\tt netlib} 138, 154, 156
Niederreiter sequence 131, 134
noncentral Wishart distribution, generating random observations from 91
nonlinear congruential generator 27
norm, function 112
normal distribution, generating random deviates 74
one-way function 2
order statistics, generating random 106
orthogonal matrices, generating random ones 92
over-dispersion 97
overlapping pairs test 127
overlapping permutation test 127
overlapping quadruples test 128
overlapping sums test 129
parallel processing 31, 33
parallel random number generation 33
Pareto distribution, generating random deviates 86
Pareto-type distribution 88
parking lot test 128
Pascal distribution, generating random deviates 85
patchwork method, for random number generation 48
Pearson family of distributions 95
period of random number generator 3, 6, 15, 16, 105
permutation, generating random ones 103
Poisson distribution, generating random deviates 84
Poisson process, generating a random one 78
Poisson sampling 103
primitive polynomial 28, 132
probabilistic error bound 112
{\sl Proceedings of the Statistical Computing Section} 155
projection pursuit 12
quasi Monte Carlo method 131
quasirandom sequence 131
Raleigh distribution, generating random deviates 86
random number generator, congruential 5
random number generator, feedback shift method 28
random number generator, parallel 33
random number generator, testing 126
random sampling 103
{\tt RANDU} 12, 36
{\tt rand} 33, 139
ratio-of-uniforms method, for random number generation 57, 79, 82
rectangle/wedge/tail method, for random number generation 75, 78
renewal, simulation experiments 34
reproducible research 148
reservoir sampling 104
residue 4
robust statistics 88
roughness of a function 112
runs test 129
S, S-Plus (software) 138, 142
sampling, random 103
shuffled random number generator 15, 21
{\sl SIAM Journal on Scientific Computing} 155
side effect 139
simulation 147
smoothed acceptance/rejection method, for random number generation 118
smoothing parameter 99
smoothing 99
Sobol' sequence 131, 132, 134
software engineering 139
spectral test for random number generators 12, 16, 124
sphere, generating random points on a sphere 92
squeeze test 129
squeeze, in acceptance/rejection 48
stable distribution, generating random deviates 89, 95
standard distribution 73
Statistical Computing Section of the American Statistical Association 153, 155
{\sl Statistics and Computing} 155
{\tt statlib} 138, 154, 156
stratified sampling 118
Student's $t$ distribution, generating random deviates 82
subtract-with-borrow random number generator 26
SWC random number generator 26
swindle, Monte Carlo 116
$T$-concave distribution 67
table, generating random tables with fixed marginals 93
table-lookup method, for random number generation 42
Tausworthe random number generator 28
testing random number generators 126
thinning method 108
3-D sphere test 128
transformed density rejection method, for random number generation 67
transformed rejection method, for random number generation 49
truncated normal distribution 77
twisted GSFR generator 31
under-dispersion 97
uniform time algorithm 72
unpredictable 3, 27
URL 156
urn method, for random number generation 42, 61
van der Corput sequence 131
variance estimation 115
variance reduction 14, 116
variance-covariance matrices, generating random ones 90
von Mises distribution, generating random deviates 87
Web browser 156
Weibull distribution, generating random deviates 83
weight window 118
Wichmann/Hill random number generator 25
Wishart distribution, generating random observations from 90
World Wide Web (WWW) 156
{\tt Xnetlib} 156
zeta distribution, generating random deviates 87
ziggurat method, for random number generation 76