On the use of probability inequalities in random variate generation

DOI10.1080/00949658408810759zbMath0568.65002OpenAlexW1989551315MaRDI QIDQ3685065

Luc P. Devroye

Publication date: 1984

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658408810759

zbMATH Keywords

unimodalityChebyshev's inequalityrandom variate generationprobability inequalityacceptance/rejection method

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Random number generation in numerical analysis (65C10)

Related Items (4)

Inferences for two Lindley populations based on joint progressive type-II censored data ⋮ Statistical inference for two Lindley populations under balanced joint progressive type-II censoring scheme ⋮ Short universal generators via generalized ratio-of-uniforms method ⋮ On random variate generation when only moments of Fourier coefficients are known

Cites Work

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• Simulation of nonhomogeneous poisson processes by thinning
• Random variate generation for unimodal and monotone densities
• Probability inequalities of the Tchebycheff type
• The analysis of some algorithms for generating random variates with a given hazard rate
• Some Convergence Theorems for Independent Random Variables

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