Friday, March 03, 2006

It's...

The Monty Python method for generating random variables:

Many methods have been developed in the past—see, for example, the comprehensive book by Devroye [1986]—and methods are usually given names to identify them. I, Marsaglia, called this the Monty Python method when it was developed, some 20 years ago, because opening graphics on the British television show Monty Python’s Flying Circus resembled the essential element of the method. The zany Monty Python crew pictured a stylized head with a hinged top that folded open, with all kinds of silliness pouring out. The Monty Python Method has an analogous hinged top that is folded over to suggest, among other things, an interesting way to generate a random variable. You may judge for yourself its silliness.
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