Dominated rejection algorithms for generating random variates

被引：0

作者：

Hall, Timothy ^{[1
]}

机构：

[1] PQI Consulting, POB 425616, Cambridge, MA 02141 USA

来源：

WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS | 2012年 / 4卷 / 06期

关键词：

dominated rejection algorithm; generated variate data; embedded systems code;

D O I：

10.1002/wics.1230

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This focus article presents a practical modified version of the von Neumann dominated rejection method for generating univariate random variates using a distribution density function, a uniform variate over a finite interval, and an independent uniform variate over the unit interval. An example generated variate from the normal distribution family is included for demonstration purposes. (C) 2012 Wiley Periodicals, Inc.

引用

页码：561 / 564

页数：4

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