by
James E. Gentle
Subject Index
acceptance/complement method, for random number generation 106
acceptance/rejection method, for random number generation 95, 194
{\sl ACM Transactions on Mathematical Software} 240, 288, 292
{\sl ACM Transactions on Modeling and Computer Simulation} 288
ACORN congruential generator 37
adaptive direction sampling 134
adaptive rejection sampling 127
add-with-carry random number generator 29
additive congruential random number generator 8
alias method, for random number generation 112
alias-urn method, for random number generation 115
almost exact inversion, for random number generation 102
alternating conditional sampling 133
AMS MR classification system 288
analysis of variance 203
Anderson-Darling test 61
antithetic variates 19, 208
{\sl Applied Statistics} 240, 288, 291
ArcView (software) 293
ARMA model 194
ARS (adaptive rejection sampling) 127
AWC random number generator 29
ball, generating random points in 173
batch means for variance estimation 202
Bernoulli distribution, generating random deviates 88, 174
Bernoulli sampling 185
beta distribution, generating random deviates 155
beta function 279
beta-binomial distribution, generating random deviates 159, 175
Beyer ratio 56
binary matrix rank test 64
binary random variables, generating random deviates 88, 174
binomial distribution, generating random deviates 159
birthday spacing test 64
bit stripping 8, 9, 21
bitstream test 65
blocks, simulation experiments 44
Blum/Blum/Shub random number generator 31
Boltzmann distribution 219
bootstrap, nonparametric 214
bootstrap, parametric 215
Buffon needle problem 234
BUGS (software) 217
Burr distribution, generating random deviates 165
Burr family of distributions 179
C (programming language) 239
{\sl CALGO} ({\sl Collected Algorithms of the ACM}) 288, 291
cartesian product 274
Cauchy distribution, generating random deviates 163
CDF (cumulative distribution function) 271
cellular automata 36
censored data, simulating 191
chaotic systems 37
Chebyshev generator 38
chi distribution, generating random deviates 157
chi-squared distribution, generating random deviates 152, 156
chi-squared test 60
chop down method 92, 162
cluster algorithm 220
{\sl Collected Algorithms of the ACM} ({\sl CALGO}) 288, 291
common variates 209
{\sl Communications in Statistics --- Simulation and Computation} 289
COMPSTAT 287, 289
{\sl Computational Statistics \& Data Analysis} 289
{\sl Computational Statistics} 289
{\sl Computing Science and Statistics} 289
congruential random number generator 8
constrained sampling 210
control variate 208
correlated random variables, generation 104, 180, 189
correlation matrices, generating random ones 169
craps test 66
cross product 274
crude Monte Carlo 199
cryptography 3, 31, 290
cumulative distribution function 271
{\sl Current Index to Statistics} 288
cycle length of random number generator 2, 9, 21
$D$-distribution 155
$d$-variate uniformity 53
data augmentation 132
data-based random number generation 181, 244
DIEHARD tests for random number generators 63, 246
Dirac delta function 275
direct product 274
Dirichlet distribution, generating random deviates 176
discrepancy 30, 42, 56, 77
discrete uniform distribution 185
discrete uniform distribution, generating random deviates 89
DNA test for random numbers 65
double exponential distribution, generating random deviates 150, 178
ECDF (empirical cumulative distribution function) 60, 271
economical method, for random number generation 107
eigenvalues, generating ones from random Wishart matrices 172
elliptically contoured distribution 168, 178, 179
empirical cumulative distribution function 60, 271
empirical test 57
entropy 52
envelope 95
Erlang distribution, generating random deviates 152
exact sampling of Markov chain stationary distribution 125
exact-approximation method, for random number generation 102
Exponent Graphics (software) 293
exponential distribution, generating random deviates 149
exponential power distribution, generating random deviates 150
extended gamma processes 155
Faure sequence 78, 79
feedback shift register generator 31
Fibonacci random number generator 27
fixed-point representation 7
folded distributions 143
Fortran 90 239
Galois field 7, 32
gamma distribution, bivariate extension 178
gamma distribution, generating random deviates 150, 178
gamma function 278
GAMS ({\sl Guide to Available Mathematical Software}) 241, 292
GAMS, electronic access 292
generalized gamma distributions 155, 166
generalized lambda family of distributions, generating random deviates 165
geometric distribution, generating random deviates 160
geometric splitting 205
GFSR (method) 31
Gibbs distribution 219
Gibbs method 125, 131, 217
GIS (geographic information system) 187
GNU Scientific Library (GSL) 240
goodness-of-fit test 59, 61
Google (Web search engine) 292
Gray code 80, 81
GSL (GNU Scientific Library) 240
halfnormal distribution, generating random deviates 148
Halton sequence 78
Hamming weight 10
Hastings method 120
HAVEGE 4
Heaviside function 275
heavy-tailed distribution 166
hit-and-run method 133, 167
hit-or-miss Monte Carlo 97, 103, 199, 207, 232
hotbits 2
{\tt html} 291
hypergeometric distribution, generating random deviates 161
importance sampling 205, 232
importance-weighted resampling 125
IMSL Libraries 240, 243, 293
incomplete gamma function 279
independence sampler 122
independent streams of random numbers 44
indicator function 275
infinitely divisible distribution, generating random deviates from 126
instrumental density 95
Interface Symposium 287, 289
International Association of Statistical Computing (IASC) 287, 289
Internet 290, 291
inverse CDF method 86
inverse CDF method for truncated distributions 142
inverse chi-squared distribution 142
``inverse'' distribution 142
inverse gamma distribution 142
inverse Gaussian distribution, generating random deviates 164
inverse Wishart distribution 142
inversive congruential generator 29
Ising model 218
iterative method, random number generation 117, 131
Java (programming language) 291
Johnson family of distributions 165
{\sl Journal of Computational and Graphical Statistics} 289
{\sl Journal of Statistical Computation and Simulation} 289
$k$-$d$-tree 182
Kepler conjecture 184
Kolmogorov distance 61
Kolmogorov-Smirnov test 60, 61
lagged Fibonacci generator 27
Lahiri's sampling method 194
lambda family of distributions, generating random deviates 165
Landau distribution 167
Lapace distribution, generating random deviates 178
Laplace distribution, generating random deviates 150
Laplacian operator 277
Latin hypercube sampling 210
lattice test for random number generators 16, 17, 55
leaped Halton sequence 79
leapfrogging, in random number generation 19, 36, 46
Lehmer congruential random number generator 8
Lehmer sequence 8
Lehmer tree 44
linear congruential random number generator 8
Lisp-Stat (software) 293
log-concave distributions 127
logarithmic distribution, generating random deviates 162
lognormal distribution, generating random deviates 148
Lorentzian distribution, generating random deviates 163
M(RT)$^2$ algorithm 220
majorizing density 95, 174
Maple (software) 293
Markov chain 117
Markov chain Monte Carlo 122, 125, 131, 216, 217
Markov process 192
Mathematica (software) 293
{\sl Mathematical Reviews} 288
{\tt mathml} 291
Matlab (software) 240, 293
matrix congruential generator 28
MCMC (Markov chain Monte Carlo) 122, 125, 131, 216, 217
Mersenne prime 9
Mersenne twister 35
Metropolis algorithm 220
Metropolis-Hastings method 120, 131, 217
``minimal standard'' generator 10, 17, 23, 51, 69
minimum distance test 66
Minkowski reduced basis 55
mixture distributions 94
modular arithmetic 6
Monte Carlo evaluation of an integral 198
Monte Carlo experimentation 253
Monte Carlo study 253
Monte Carlo test 212
Mosaic (Web browser software) 291
MR classification system 288
MT19937 (generator) 35
multinomial distribution, generating random deviates 169
multiple recursive random number generator 26, 29
multiplicative congruential random number generator 8
multiply-with-carry random number generator 29
multivariate distributions, generating random deviates 167, 181
multivariate double exponential distribution, generating random deviates 178
multivariate gamma distribution, generating random deviates 178
multivariate hypergeometric distribution, generating random deviates 177
multivariate Laplace distribution, generating random deviates 178
multivariate normal distribution, generating random deviates 168
multivariate stable distribution, generating random deviates 178
nearest neighbors 182
negative binomial distribution, generating random deviates 160
{\tt netlib} ix, vi, 240, 288, 291
Niederreiter sequence 78, 81
NIST Test Suite, for random number generators 67
noncentral hypergeometric distribution, generating random deviates 161
noncentral Wishart distribution, generating random observations from 170
nonhomogeneous Poisson process 193
nonlinear congruential generator 30
nonparametric bootstrap 214
norm, function 199
normal distribution, generating random deviates 144
one-way function 3
order statistics, generating random 189
orthogonal matrices, generating random ones 171
over-dispersion 175
overlapping pairs test 65
overlapping permutation test 64
overlapping quadruples test 65
overlapping sums test 66
parallel processing 36, 44, 46
parallel random number generation 44
parametric bootstrap 215
Pareto distribution, generating random deviates 163
Pareto-type distribution 166
parking lot test 66
Pascal distribution, generating random deviates 160
patchwork method, for random number generation 99
Pearson family of distributions 165, 179
period of random number generator 2, 9, 21, 188
permutation, generating random ones 185
$\pi$ as a source of random numbers 36
Poisson distribution, generating random deviates 160
Poisson process, generating a random one 149
Poisson process, nonhomogeneous 193
Poisson sampling 186
portability of software 38, 39, 86, 103, 141
Potts model 221
primitive polynomial 32, 79
primitive root 10
probabilistic error bound 200
{\sl Proceedings of the Statistical Computing Section} 289
projection pursuit 16
PV-Wave (software) 293
quasi-Monte Carlo method 77
quasirandom sequence 4, 77
R (software) 240, 246, 293
R250 (generator) 34
random number generator, congruential 8
random number generator, feedback shift method 31
random number generator, parallel 44
random number generator, testing 57
random sampling 185
{\tt RANDU} 16, 47, 69
{\tt rand} 39, 241
ratio-of-uniforms method, for random number generation 109, 151, 157
Rayleigh distribution, generating random deviates 163
rectangle/wedge/tail method, for random number generation 146, 149
renewal, simulation experiments 44
reproducible research 254
resampling 213
reservoir sampling 186
residue 6
robust statistics 166
roughness of a function 199
runs test 61, 67
S, S-Plus (software) 240, 246, 293
sampling, random 185
sampling/importance resampling 125
second-order test 63
seed 8, 18, 19, 45, 242, 245, 248
sequential importance sampling 207
setup time 139
shuffled random number generator 21, 40
{\sl SIAM Journal on Scientific Computing} 289
side effect 241
simple random sampling 185
simplex 182
simulated annealing 117
simulation 1, 123, 253
SIR (sampling/importance resampling) 125
skew-normal distribution 143
skewed distribution 143
smoothed acceptance/rejection method, for random number generation 207
smoothing parameter 181
smoothing 181
Sobol' sequence 78, 79, 81
software engineering 241
spanning trees, generating random ones 187
spectral test for random number generators 16, 17, 54
sphere, generating random points on a sphere 172
SPRNG, software for parallel random number generation 46, 251
squeeze test 66
squeeze, in acceptance/rejection 98
stable distribution, generating random deviates 167, 178
standard distributions 141
Statistical Computing Section of the American Statistical Association 287, 289
{\sl Statistical Computing \& Graphics Newsletter} 289
{\sl Statistics and Computing} 289
{\tt statlib} ix, vi, 240, 289, 291
stratified sampling 205
Student's $t$ distribution, generating random deviates 157
substitution sampling 132
subtract-with-borrow random number generator 29
Super-Duper (generator) 40
SWC random number generator 29
Swendsen-Wang algorithm 220
swindle, Monte Carlo 204
$T$-concave distributions 130, 134
table, generating random tables with fixed marginals 173
table-lookup method, for random number generation 89
Tausworthe random number generator 31
testing random number generators 57
thinning method 193
3-D sphere test 66
transendental numbers as a source of random numbers 36
transformed density rejection method, for random number generation 130
transformed rejection method, for random number generation 102
truncated distributions 141, 142
truncated gamma distribution 153, 154
truncated normal distribution 148, 169
twisted GSFR generator 35
twos-complement representation 7
under-dispersion 175
uniform time algorithm 140
universal methods 86
unpredictable 3, 31
urn method, for random number generation 89, 115
van der Corput sequence 78
variance estimation 202
variance reduction 19, 204
variance-covariance matrices, generating random ones 169
Vavilov distribution 167
von Mises distribution, generating random deviates 164
W3C (World Wide Web Consortium) 291
Web browser 291
Weibull distribution, generating random deviates 158
weight window 206
weighted resampling 125
Wichmann/Hill random number generator 40, 49
Wilson-Hilferty approximation 148
Wishart distribution, generating random observations from 169
Wolff algorithm 220
World Wide Web Consortium 291
{\tt xml} 291
{\tt Xnetlib} 292
XploRe (software) 294
Yahoo (Web search engine) 292
zeta distribution, generating random deviates 163
ziggurat method, for random number generation 108, 147
Zipf distribution, generating random deviates 164