Non-uniform random variate generation by the vertical strip method

DOI10.1016/S0377-2217(01)00347-2MaRDI QIDQ1847266zbMATH OpenFDO

Authors Yanyan Li, Wankai Pang, Zhenhai Yang, Shui-Hung Hou, Ping-Kei Leung

Publication date 17 November 2002

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0377-2217(01)00347-2

zbMATH Keywords

Non-uniform random variatesRejection-acceptance methodVertical strip method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Recommendations

• scientific article; zbMATH DE number 3954145
• scientific article; zbMATH DE number 24085
• Transformations and random variate generation:generalised ratio-of-uniforms methods
• scientific article; zbMATH DE number 549942
• On Multivariate Vertical Density Representation and its Application to Random Number Generation

Cites work

• A computer program for the generation of random variables from any discrete distribution
• A Note on the Generation of Random Normal Deviates
• A simple generator for discrete log-concave distributions
• A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method
• A universal generator for discrete log-concave distributions
• Adaptive Rejection Sampling for Gibbs Sampling
• Computer Generation of Normal Random Variables
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• Computer methods for sampling from the exponential and normal distributions
• Equation of state calculations by fast computing machines
• Fast algorithms for generating discrete random variates with changing distributions
• Generating discrete random variables in a computer
• Generation of multivariate distributions by vertical density representation
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• scientific article; zbMATH DE number 3541853 (Why is no real title available?)
• scientific article; zbMATH DE number 1081478 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• Monte Carlo methods in Bayesian computation
• Monte Carlo sampling methods using Markov chains and their applications
• Patchwork rejection algorithms
• Random number generation and Monte Carlo methods
• Some Simple Gamma Variate Generators
• The Exact-Approximation Method for Generating Random Variables in a Computer
• The patchwork rejection technique for sampling from unimodal distributions
• The ratio of uniforms approach for generating discrete random variates
• Vertical density representation and a further remark on the box-muller method

Cited in

(3)

• Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function
• Bivariate nonparametric random variate generation using a piecewise-linear cumulative distribution function
• Rejection sampling with vertical weighted strips

Describes a project that uses

Uses Software

• IMSL Numerical Libraries

This page was built for publication: Non-uniform random variate generation by the vertical strip method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1847266)