Indexed search, also called the cutpoint method,
[Fishman] is an
algorithm
In mathematics and computer science, an algorithm () is a finite sequence of rigorous instructions, typically used to solve a class of specific Computational problem, problems or to perform a computation. Algorithms are used as specificat ...
for discrete-distribution
pseudo-random number sampling
Non-uniform random variate generation or pseudo-random number sampling is the numerical practice of generating pseudo-random numbers (PRN) that follow a given probability distribution.
Methods are typically based on the availability of a unifo ...
, invented by Chen and Asau in 1974.
References
Sources
*
*Fishman,G.S. (1996) ''Monte Carlo. Concepts, Algorithms, and Applications.'' New York: Springer.
*Ripley, B. D. (1987) ''Stochastic Simulation''. Wiley. {{ISBN, 0-471-81884-4
Non-uniform random numbers