A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables

DOI10.2307/2287848MaRDI QIDQ3903937zbMATH OpenOpenAlexFDO

Authors Richard Kronmal, Arthur V. Jun. Peterson

Publication date 1981

Full work available at URL https://doi.org/10.2307/2287848

zbMATH Keywords

acceptance-complement methodacceptance-rejection methodCauchy distribution

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(6)

• A batch acceptance complement method for generating random variables
• A range reduction method for generating discrete random variables
• Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors
• An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables
• Efficient generation of exponential and normal deviates
• Projection pursuit discriminant analysis

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