Generating Continuous Random Variates From a Hazard Rate Function

DOI10.1109/TR.1985.5221939MaRDI QIDQ3711590zbMATH OpenOpenAlexFDO

Authors Ronald Dattero, William Stein

Publication date 1985

Published in IEEE Transactions on Reliability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tr.1985.5221939

zbMATH Keywords

acceptance/rejectionHazard rate functioninverse cdfPoisson processreliabilitythinning

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Reliability and life testing (62N05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

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