A note on transformed density rejection

DOI10.1007/S006070070019MaRDI QIDQ1592540zbMATH OpenOpenAlexFDO

Authors Josef Leydold

Publication date 29 November 2001

Published in Computing (Search for Journal in Brave)

Full work available at URL https://epub.wu.ac.at/1686/1/document.pdf

zbMATH Keywords

log-concave distributionscontinuous distributionstransformed density rejection\(T\)-concave distributionsnon-uniform random variatesuniversal method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Pseudo-random numbers; Monte Carlo methods (11K45)

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