Variants of transformed density rejection and correlation induction

MaRDI QIDQ4549513zbMATH OpenFDO

Authors Josef Leydold, Erich Janka, Wolfgang Hörmann, Josef Leydold

Publication date 8 October 2002

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Random number generation in numerical analysis (65C10)

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Cited in

(5)

• How to transform correlated random variables into uncorrelated ones
• A note on transformed density rejection
• Fast poisson and binomial algorithms for correlationinduction^**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:
• Inverse transformed density rejection for unbounded monotone densities
• Transformed density rejection with inflection points

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Uses Software

• PRNG

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