How to cite this paper
Shadkam, E & Aghaie, A. (2011). Hat and squeeze functions, a way for making precise algorithms.International Journal of Industrial Engineering Computations , 2(3), 645-656.
Refrences
Ahrens, J. H., & Dieter, U. (1982). Generating gamma variates by a modified rejection technique. Communications of the ACM, 25, 47-54.
Banks, J., Carson, J. S., Nelson, B. L., & Nicol, D.M. (2005). Discrete-event system simulation. Upper Saddle River: Pear-son Prentice Hall.
Banks, J. (1998). Handbook of simulation principle, methodology, advances, applications, and practice. New York: John Wiley & Sons.
Cheng, R.C.H., & Feast, G.M. (1979). Some simple gamma variate generators. appl statist, 28(3), 290-295.
Devroye, L. (1982). A note on approximations in random variate generation. Journal of Statistical Computation and Simulation, 14(2), 149-158.
Franklin, M.A., & Sen, A. (1975). Comparison of exact and approximate variate generation methods for the erlang distribution. Journal of Statistical Computation and Simulation, 4(1), 1-18.
Hormann, W., Leydold, J., & Derflinger, G. (2004). Automatic nonuniform random variate generation. New York: Speringer-Verlag.
Hung, Y. C., Balakrishnan, N., & Cheng, C.W. (2010). Evaluation of algorithms for generating Dirichlet random vectors. Journal of Statistical Computation and Simulation.
Kurowicka, D., & Cooke, R.M. (2001). Proce. the European Safety and Reliability Conference. Torino, Italy: ESREL, 1795- 1802.
Leiva, R., & Roy, A. (2011). A Quadratic Classification Rule with Equicorrelated Training Vectors for Non Random Samples. Communications in Statistics-Theory and Methods, 40(2), 213- 231.
Mahlooji, H., Jahromi, A.E., Mehrizi, H.A., & Izady, N. (2008). Uniform Fractional Part: A simple fast method for generating continuous random variates. Scientia Iranica, 15(5), 613-622.
Mahlooji, H., Mehrizi, H. A., & Farzan, A. (2004). A fast method for generating continuous order statics based on uniform fractional part. Proc. 35th International Conference on Computers and Industrial Engineering, 1355-1360.
Mahlooji, H., Mehrizi, H., & Sedghi, N. (2004). An efficient, fast and portable random number generator. Proc. 35th International Conference on Computers and Industrial Engineering, 1361-1366.
Mahlooji, H., & Izady, N. (2004). Developing a wide class of bivariate copulas for modeling correlated input variables in stochastic simulation. Proc.35th International Conference on Computers and Industrial Engineering, 1349-1354.
Mahlooji, H., & Izady, N. (2004). A new method for generating gamma values. Proc. International Conference on Industrial Engineering, 294-305.
Meuwissen, A. H. M., & Bedford, T. J. (1997). Minimal informative distributions with given rank correlation for use in uncertainty analysis. Journal of Statistical Computation and Simulation, 57, 143-157.
Morgan, B. J. T. (1984). Elements of simulation. London: Chapman and Hall.
Ormann, W., & Erflinger, G. (1994). The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method. Communications in Statistics - Simulation and Computation, 23(3), 847 – 860.
Sak, H., Hörmann, W., & Leydold, J. (2010). Efficient risk simulations for linear asset portfolios in the t-copula model. European Journal of Operational Research, 202(3), 802–809.
Banks, J., Carson, J. S., Nelson, B. L., & Nicol, D.M. (2005). Discrete-event system simulation. Upper Saddle River: Pear-son Prentice Hall.
Banks, J. (1998). Handbook of simulation principle, methodology, advances, applications, and practice. New York: John Wiley & Sons.
Cheng, R.C.H., & Feast, G.M. (1979). Some simple gamma variate generators. appl statist, 28(3), 290-295.
Devroye, L. (1982). A note on approximations in random variate generation. Journal of Statistical Computation and Simulation, 14(2), 149-158.
Franklin, M.A., & Sen, A. (1975). Comparison of exact and approximate variate generation methods for the erlang distribution. Journal of Statistical Computation and Simulation, 4(1), 1-18.
Hormann, W., Leydold, J., & Derflinger, G. (2004). Automatic nonuniform random variate generation. New York: Speringer-Verlag.
Hung, Y. C., Balakrishnan, N., & Cheng, C.W. (2010). Evaluation of algorithms for generating Dirichlet random vectors. Journal of Statistical Computation and Simulation.
Kurowicka, D., & Cooke, R.M. (2001). Proce. the European Safety and Reliability Conference. Torino, Italy: ESREL, 1795- 1802.
Leiva, R., & Roy, A. (2011). A Quadratic Classification Rule with Equicorrelated Training Vectors for Non Random Samples. Communications in Statistics-Theory and Methods, 40(2), 213- 231.
Mahlooji, H., Jahromi, A.E., Mehrizi, H.A., & Izady, N. (2008). Uniform Fractional Part: A simple fast method for generating continuous random variates. Scientia Iranica, 15(5), 613-622.
Mahlooji, H., Mehrizi, H. A., & Farzan, A. (2004). A fast method for generating continuous order statics based on uniform fractional part. Proc. 35th International Conference on Computers and Industrial Engineering, 1355-1360.
Mahlooji, H., Mehrizi, H., & Sedghi, N. (2004). An efficient, fast and portable random number generator. Proc. 35th International Conference on Computers and Industrial Engineering, 1361-1366.
Mahlooji, H., & Izady, N. (2004). Developing a wide class of bivariate copulas for modeling correlated input variables in stochastic simulation. Proc.35th International Conference on Computers and Industrial Engineering, 1349-1354.
Mahlooji, H., & Izady, N. (2004). A new method for generating gamma values. Proc. International Conference on Industrial Engineering, 294-305.
Meuwissen, A. H. M., & Bedford, T. J. (1997). Minimal informative distributions with given rank correlation for use in uncertainty analysis. Journal of Statistical Computation and Simulation, 57, 143-157.
Morgan, B. J. T. (1984). Elements of simulation. London: Chapman and Hall.
Ormann, W., & Erflinger, G. (1994). The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method. Communications in Statistics - Simulation and Computation, 23(3), 847 – 860.
Sak, H., Hörmann, W., & Leydold, J. (2010). Efficient risk simulations for linear asset portfolios in the t-copula model. European Journal of Operational Research, 202(3), 802–809.