The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method

DOI10.1080/03610919408813203MaRDI QIDQ4844121zbMATH OpenOpenAlexFDO

Authors Wolfgang Hörmann, Gerhard Derflinger

Publication date 20 August 1995

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919408813203

zbMATH Keywords

normal distributionrandom variate generationt-distributiontransformed rejection method

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• Computer Generation of Normal Random Variables
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• scientific article; zbMATH DE number 3954145 (Why is no real title available?)
• New methods for generating Student's t and gamma variables
• The ACR method for generating normal random variables
• The Exact-Approximation Method for Generating Random Variables in a Computer
• The generation of binomial random variates

Cited in

(12)

• How to avoid logarithms in comparisons with uniform random variables
• A note on transformed density rejection
• Random numbers from the tails of probability distributions using the transformation method
• A simple generator for the \(t\) distribution
• An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables
• scientific article; zbMATH DE number 1240766 (Why is no real title available?)
• Transformations and random variate generation:generalised ratio-of-uniforms methods
• A note on the quality of random variates generated by the ratio of uniforms method
• Asymptotically Optimal Design Points for Rejection Algorithms
• Patchwork rejection algorithms
• The ACR method for generating normal random variables
• Generating random numbers by adapted rejection

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