Technical Note—Generation of Variates from Distribution Tails

DOI10.1287/OPRE.28.4.1012MaRDI QIDQ3881777zbMATH OpenOpenAlexFDO

Authors Bruce W. Schmeiser

Publication date 1980

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.28.4.1012

zbMATH Keywords

acceptance/rejection algorithmexponential majorizing functionlinear minorizing functionnormal, gamma, Weibull and beta distributions

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cited in

(4)

• C-NORTA: a rejection procedure for sampling from the tail of bivariate NORTA distributions
• Computer generation of random variates from the tail of t and normal distributions
• Modelling the tail of a normal distribution
• Beta Variate Generation via Exponential Majorizing Functions

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