Transformations and random variate generation:generalised ratio-of-uniforms methods
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Publication:4355612
DOI10.1080/00949659608811748zbMath0898.65007MaRDI QIDQ4355612
Publication date: 3 August 1998
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949659608811748
random variate generation; inversion method; rejection methods; uniform random number; ratio-of-uniforms method
65C10: Random number generation in numerical analysis
Cites Work
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- On computer generation of random vectors by transformations of uniformly distributed vectors
- The ratio of uniforms approach for generating discrete random variates
- New methods for generating Student's t and gamma variables
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- Adaptive Rejection Sampling for Gibbs Sampling