A rejection technique for sampling from T -concave distributions

DOI10.1145/203082.203089zbMath0887.65145OpenAlexW2026227599WikidataQ30048722 ScholiaQ30048722MaRDI QIDQ4371594

Wolfgang Hörmann

Publication date: 26 January 1998

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: http://www.acm.org/pubs/contents/journals/toms/1995-21/

zbMATH Keywords

samplingnormal distributiongamma distributionrejection algorithmbeta distribution\(t\)-distributiontransformed density rejectionunimodal distributions\(T\)-concave distributions

Mathematics Subject Classification ID

Sampling theory, sample surveys (62D05) Approximations to statistical distributions (nonasymptotic) (62E17) Probabilistic methods, stochastic differential equations (65C99)

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