Generating the maximum of independent identically distributed random variables

Handbook of Mathematical Functions

1966 • 42,275 citations

Statistics of extremes

1958 • 4,080 citations

Limiting forms of the frequency distribution of the largest or smallest member of a sample

1928 • 3,184 citations

Sur La Distribution Limite Du Terme Maximum D'Une Serie Aleatoire

1943 • 2,189 citations

Approximations for Digital Computers

1955 • 833 citations

A Convenient Method for Generating Normal Variables

1964 • 491 citations

Computer methods for sampling from gamma, beta, poisson and bionomial distributions

1974 • 336 citations

Values of Mills' Ratio of Area to Bounding Ordinate and of the Normal Probability Integral for Large Values of the Argument

1941 • 239 citations

Computer Generation of Random Variables Using the Ratio of Uniform Deviates

1977 • 219 citations

Algorithm AS 111: The Percentage Points of the Normal Distribution

1977 • 199 citations

Computer Generation of Normal Random Variables

1976 • 162 citations

A fast procedure for generating normal random variables

1964 • 158 citations

Computer methods for sampling from the exponential and normal distributions

1972 • 152 citations

Théorie des éléments saillants d'une suite d'observations

1962 • 123 citations

On the Limit Behaviour of Extreme Order Statistics

1963 • 107 citations

Algorithm AS 66: The Normal Integral

1973 • 104 citations

The Generation of Gamma Variables with Non-Integral Shape Parameter

1977 • 103 citations

Algorithm AS 70: The Percentage Points of the Normal Distribution

1974 • 103 citations

The Computer Generation of Beta, Gamma and Normal Random Variables

1976 • 100 citations

Generating a Variable from the Tail of the Normal Distribution

1964 • 64 citations

Extensions of Forsythe’s method for random sampling from the normal distribution

1973 • 61 citations

von Neumann’s comparison method for random sampling from the normal and other distributions

1972 • 57 citations

Computer generation of gamma random variables

1978 • 54 citations

Algorithm AS 32: The Incomplete Gamma Integral

1970 • 53 citations

The squeeze method for generating gamma variates

1977 • 53 citations

Improvements of fast methods for generating normal random variables

1976 • 49 citations

Machine-Generation of Order Statistics for Monte Carlo Computations

1972 • 48 citations

Sampling from the gamma distribution on a computer

1976 • 46 citations

Extremal processes and record value times

1973 • 42 citations

Generating Exponential Random Variables

1961 • 41 citations

Order statistics in simulation

1972 • 41 citations

Computer Evaluation of the Normal and Inverse Normal Distribution Functions

1969 • 39 citations

Generating a Variable from the Tail of the Normal Distribution

1964 • 35 citations

Extremal processes and record value times

1973 • 31 citations

Empirical investigation of several techniques for computer generation of order statistics

1973 • 25 citations

Computer generation of gamma random variables—II

1978 • 24 citations

Computer methods for sampling from Student’s 𝑡 distribution

1977 • 23 citations

Normal Random Numbers: Using Machine Analysis to Choose the Best Algorithm

1977 • 23 citations

Algorithm AS 2: The Normal Integral

1968 • 23 citations

An Easily Programmed Algorithm for Generating Gamma Random Variables

1977 • 22 citations

Von Neumann's Comparison Method for Random Sampling from the Normal and Other Distributions

1972 • 20 citations

On the generation of subsets of order statistics

1978 • 19 citations

APPROXIMATE FORMULAE FOR THE STATISTICAL DISTRIBUTIONS OF EXTREME VALUES

1958 • 18 citations

The distribution of extremal and nearly extermal values in samples from a normal distribution

1963 • 15 citations

Sampling of variates from a truncated gamma distribution

1978 • 15 citations

A Comparison of Various Methods of Obtaining Random Order Statistics for Monte Carlo Computations

1974 • 14 citations

Computer Methods for Sampling from Student's t Distribution

1977 • 13 citations

Generation of the maximum (minimum) value in digital computer simulation

1978 • 12 citations

On exponential and other random variable generators

1961 • 12 citations

Algorithm AS 24: From Normal Integral to Deviate

1969 • 11 citations

Extensions of Forsythe's Method for Random Sampling from the Normal Distribution

1973 • 10 citations

The Distribution of Extremal and Nearly Extremal Values in Samples from a Normal Distribution

1963 • 7 citations

Remark AS R2: A Remark on Algorithm AS 2 "The Normal Integral"

1969 • 6 citations

On a generation of normal pseudo-random numbers

1978 • 2 citations

Remark AS R8: A Remark on Algorithms AS 4 and AS 5: An Auxiliary Function for Distribution Integrals, and The Integral of the Non-Central t- Distribution

1973 • 1 citations