The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method (Q4844121)
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scientific article; zbMATH DE number 787909
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| English | The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method |
scientific article; zbMATH DE number 787909 |
Statements
The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method (English)
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20 August 1995
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random variate generation
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transformed rejection method
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normal distribution
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t-distribution
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0.9103069
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0.86852473
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0.86197215
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0.8466346
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