How to avoid logarithms in comparisons with uniform random variables (Q1103317): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:49, 31 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | How to avoid logarithms in comparisons with uniform random variables |
scientific article |
Statements
How to avoid logarithms in comparisons with uniform random variables (English)
0 references
1989
0 references
In many algorithms for sampling from non-uniform distributions the logarithm of a uniform deviate must be compared with some test quantity. It is shown that all these comparisons can be done efficiently without calling a logarithm subprogram: two procedures for this task are presented and compared. The methods were applied to routines for the generation of normal, Poisson and binomial deviates resulting in considerably improved sampling speed.
0 references
random variables
0 references
acceptance-rejection
0 references
logarithm
0 references