How to avoid logarithms in comparisons with uniform random variables (Q1103317)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: How to avoid logarithms in comparisons with uniform random variables |
scientific article; zbMATH DE number 4052873
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to avoid logarithms in comparisons with uniform random variables |
scientific article; zbMATH DE number 4052873 |
Statements
How to avoid logarithms in comparisons with uniform random variables (English)
0 references
1989
0 references
In many algorithms for sampling from non-uniform distributions the logarithm of a uniform deviate must be compared with some test quantity. It is shown that all these comparisons can be done efficiently without calling a logarithm subprogram: two procedures for this task are presented and compared. The methods were applied to routines for the generation of normal, Poisson and binomial deviates resulting in considerably improved sampling speed.
0 references
random variables
0 references
acceptance-rejection
0 references
logarithm
0 references