A simple algorithm for generating random variates with a log-concave density
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Publication:2266561
DOI10.1007/BF02242271zbMath0561.65004OpenAlexW1590680336MaRDI QIDQ2266561
Publication date: 1984
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02242271
inequalitiessimulationrandom number generatornormal densityrandom variate generationFORTRAN programlog concavityWeibull densitygamma densitybeta densityexponential power densitygeneralized inverse Gaussian density
Software, source code, etc. for problems pertaining to statistics (62-04) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)
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- Random variate generation for unimodal and monotone densities
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- A Complete Guide to Gamma Variate Generation
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