On Mixture Methods for the Computer Generation of Random Variables

DOI10.2307/2683177MaRDI QIDQ3947040zbMATH OpenOpenAlexFDO

Authors Arthur V. Jun. Peterson, Richard Kronmal

Publication date 1982

Published in The American Statistician (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2683177

zbMATH Keywords

acceptance-complement methodacceptance-rejection methodalias methodequiprobable mixturesmixture methodtable method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cited in

(2)

• Grid methods in simulation and random variate generation
• Systematic alias sampling: an efficient and low-variance way to sample from a discrete distribution

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