The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
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Publication:4844121
DOI10.1080/03610919408813203zbMath0825.62064OpenAlexW1969661106MaRDI QIDQ4844121
Gerhard Derflinger, Wolfgang Hörmann
Publication date: 20 August 1995
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610919408813203
Cites Work
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- The ACR method for generating normal random variables
- New methods for generating Student's t and gamma variables
- The Exact-Approximation Method for Generating Random Variables in a Computer
- Computer Generation of Normal Random Variables
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- The generation of binomial random variates