A FIRST COURSE IN MONTE CARLO

                                                                by

                                                   George S. Fishman

These C-languange programs can be used to solve exercises in this book.  cndev.c,
Bruec.c, and Pruec.c all use the pseudorandom number generator in rng_afm.c.

 
  rng_afm.c     For  the pseudorandom number generator known as the Mersenne twister,
MT19937, this C-language program provides a means for loading seeds
at the beginning of a run and saving the final numbers in the sub-sequence
at the end of the run.   This allows for non-overlapping sub-sequences
on successive runs.

cndev.c           C-language code from Moro (1995) to generate a sample from the normal
distribution with 0 mean and variance 1 by the inverse-transform method.

The following are taken from WinRand at the Institute of Statistics at the University
of Graz at

http://www.cis.tugraz.at/stat/
Bruec.c            C-language code to sample from the Binomial distribution using the
ratio-of- uniforms and inverse-transform methods.

Pruec.c            C-language code to sample from the Poisson distribution using the ratio-of-
uniforms and inverse-transform methods.