A note on transformed density rejection (Q1592540)
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scientific article; zbMATH DE number 1556215
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| English | A note on transformed density rejection |
scientific article; zbMATH DE number 1556215 |
Statements
A note on transformed density rejection (English)
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29 November 2001
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The author describes a version of transformed density rejection method that requires less uniform random numbers. Random variates below the squeeze are generated by inversion. For the expensive part between a squeeze and density an algorithm that uses a covering with triangles is applied. Two detailed algorithms enabling immediate programming are presented.
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non-uniform random variates
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universal method
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transformed density rejection
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continuous distributions
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log-concave distributions
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\(T\)-concave distributions
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0.8731943964958191
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0.8685230016708374
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0.841145396232605
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0.8150915503501892
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