The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
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Publication:4844121
DOI10.1080/03610919408813203zbMATH Open0825.62064OpenAlexW1969661106MaRDI QIDQ4844121FDOQ4844121
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
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Cites Work
- Title not available (Why is that?)
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- The generation of binomial random variates
- The Exact-Approximation Method for Generating Random Variables in a Computer
- New methods for generating Student's t and gamma variables
- Computer Generation of Normal Random Variables
- The ACR method for generating normal random variables
Cited In (9)
- A note on transformed density rejection
- How to avoid logarithms in comparisons with uniform random variables
- A simple generator for the \(t\) distribution
- Patchwork rejection algorithms
- An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables
- Random numbers from the tails of probability distributions using the transformation method
- The ACR method for generating normal random variables
- Generating random numbers by adapted rejection
- Asymptotically Optimal Design Points for Rejection Algorithms
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