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.

References

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Sources

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  • Fishman, G.S. (1996) Monte Carlo. Concepts, Algorithms, and Applications. New York: Springer.
  • Ripley, B. D. (1987) Stochastic Simulation. Wiley. Template:ISBN
  1. Ripley
  2. Fishman