The Exact-Approximation Method for Generating Random Variables in a Computer
通过调整近似函数的参数，使概率分布逆函数的近似变得精确，从而快速生成随机变量。文中以伽马分布和t分布为例，展示了比现有方法更快的生成算法。
Abstract A suitably chosen approximation to the inverse of a probability distribution can lead to exact and very fast methods for generating random variables, if the approximation is made exact by adjusting the argument of the approximating function. This article describes the basic method and extensions of it. It gives four examples, of which two are methods for generating gamma- and t-variates that, while meant to illustrate the basic method, show promise of being faster than the best current methods.