A note on transformed density rejection (Q1592540)
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: A note on transformed density rejection |
scientific article; zbMATH DE number 1556215
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on transformed density rejection |
scientific article; zbMATH DE number 1556215 |
Statements
A note on transformed density rejection (English)
0 references
29 November 2001
0 references
The author describes a version of transformed density rejection method that requires less uniform random numbers. Random variates below the squeeze are generated by inversion. For the expensive part between a squeeze and density an algorithm that uses a covering with triangles is applied. Two detailed algorithms enabling immediate programming are presented.
0 references
non-uniform random variates
0 references
universal method
0 references
transformed density rejection
0 references
continuous distributions
0 references
log-concave distributions
0 references
\(T\)-concave distributions
0 references
