


References and Further Reading
==============================

For an encyclopaedic coverage of the subject readers are advised to
consult the book *Non-Uniform Random Variate Generation* by Luc Devroye.
It covers every imaginable distribution and provides hundreds of
algorithms.

* Luc Devroye, *Non-Uniform Random Variate Generation*, Springer-Verlag,
  ISBN 0-387-96305-7.
  Available online at http://luc.devroye.org/rnbookindex.html.

The subject of random variate generation is also reviewed by Knuth,
who describes algorithms for all the major distributions.

* Donald E. Knuth, *The Art of Computer Programming: Seminumerical
  Algorithms* (Vol 2, 3rd Ed, 1997), Addison-Wesley, ISBN 0201896842.

The Particle Data Group provides a short review of techniques for
generating distributions of random numbers in the "Monte Carlo"
section of its Annual Review of Particle Physics.

* *Review of Particle Properties* R.M. Barnett et al., Physical Review
  D54, 1 (1996) http://pdg.lbl.gov/.

The Review of Particle Physics is available online in postscript and pdf
format.

An overview of methods used to compute cumulative distribution functions
can be found in *Statistical Computing* by W.J. Kennedy and J.E. Gentle.
Another general reference is *Elements of Statistical Computing* by
R.A. Thisted.

* William E. Kennedy and James E. Gentle, *Statistical Computing* (1980),
  Marcel Dekker, ISBN 0-8247-6898-1.
* Ronald A. Thisted, *Elements of Statistical Computing* (1988),
  Chapman & Hall, ISBN 0-412-01371-1.

The cumulative distribution functions for the Gaussian distribution
are based on the following papers,

* *Rational Chebyshev Approximations Using Linear Equations*, W.J. Cody,
  W. Fraser, J.F. Hart. Numerische Mathematik 12, 242-251 (1968).
* *Rational Chebyshev Approximations for the Error Function*, W.J. Cody.
  Mathematics of Computation 23, n107, 631-637 (July 1969).
