Simulation from non-standard distributions using envelope methods

被引：0

作者：

Evans, MJ ^{[1
]}

Swartz, TB ^{[1
]}

机构：

[1] Univ Toronto, Dept Stat, Toronto, ON M5S 3G3, Canada

来源：

PROCEEDINGS OF THE 2000 WINTER SIMULATION CONFERENCE, VOLS 1 AND 2 | 2000年

关键词：

D O I：

暂无

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

This paper considers the development of envelope methods as a tool for simulation. Envelope methods are based on the construction of simple envelopes to functions. The proposed envelopes are general, require little input from the user and are based on the concavity structure of the function or some transformation of the function. The construction of these envelopes facilitates variate generation using the adaptive rejection algorithm.

引用

页码：572 / 576

页数：5

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