A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables

DOI10.2307/2287848zbMath0455.65008OpenAlexW4253703879MaRDI QIDQ3903937

Richard Kronmal, Arthur V. Jun. Peterson

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287848

zbMATH Keywords

Cauchy distributionacceptance-rejection methodacceptance-complement method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (6)

Efficient generation of exponential and normal deviates ⋮ A batch acceptance complement method for generating random variables ⋮ An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables ⋮ A range reduction method for generating discrete random variables ⋮ Projection pursuit discriminant analysis ⋮ Investigating the performance of alternate regression weights by studying all possible criteria in regression models with a fixed set of predictors

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