Inverse transformed density rejection for unbounded monotone densities (Q4565392)
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scientific article; zbMATH DE number 6886450
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| English | Inverse transformed density rejection for unbounded monotone densities |
scientific article; zbMATH DE number 6886450 |
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Inverse transformed density rejection for unbounded monotone densities (English)
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12 June 2018
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nonuniform random variates
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black-box algorithm
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transformed density rejection
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unbounded densities
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universal method
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0.8758815
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0.8724795
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0.86972415
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0.8335158
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