The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
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Publication:4844121
DOI10.1080/03610919408813203zbMath0825.62064MaRDI QIDQ4844121
Gerhard Derflinger, Wolfgang Hörmann
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
62-XX: Statistics
Cites Work
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- The ACR method for generating normal random variables
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- The generation of binomial random variates