A batch acceptance complement method for generating random variables

DOI10.1016/0377-2217(88)90038-0zbMath0648.65002OpenAlexW1988033535MaRDI QIDQ1105312

Joseph Kreimer, Reuven Y. Rubinstein

Publication date: 1988

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0377-2217(88)90038-0

zbMATH Keywords

random variable generationacceptance-rejection methodbatch acceptance-complement methodmixture methodmixture-rejection method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (1)

Generating random numbers by adapted rejection

Cites Work

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• An economical method for random number generation and a normal generator
• An efficient mixture method
• A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables
• Computer Generation of Poisson Deviates from Modified Normal Distributions

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