An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables

DOI10.1145/1271.1272zbMath0555.65004OpenAlexW2062827108MaRDI QIDQ3218999

Arthur V. Jun. Peterson, Richard Kronmal

Publication date: 1984

Published in: ACM Transactions on Mathematical Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/1271.1272

zbMATH Keywords

mixturecomparisonrandom variablesacceptance-rejectionacceptance-complementgeneration of logistic variables

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (2)

Efficient generation of exponential and normal deviates ⋮ Layer Sampling

Cites Work

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• Computer methods for sampling from gamma, beta, Poisson and binomial distributions
• A combinatorial method for the generation of normally distributed random numbers
• A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables
• Sampling from the gamma distribution on a computer
• Computer Generation of Normal Random Variables
• Computer Methods for Sampling from Student's t Distribution
• Computer generation of gamma random variables—II
• A Convenient Method for Generating Normal Variables
• A fast procedure for generating normal random variables

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