An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables
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Publication:3218999
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
mixturecomparisonrandom variablesacceptance-rejectionacceptance-complementgeneration of logistic variables
Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)
Related Items (2)
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
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- Computer Methods for Sampling from Student's t Distribution
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- A Convenient Method for Generating Normal Variables
- A fast procedure for generating normal random variables
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