Transformations and random variate generation:generalised ratio-of-uniforms methods

DOI10.1080/00949659608811748zbMath0898.65007OpenAlexW1984525041MaRDI QIDQ4355612

A. D. Lunn, M. C. Jones

Publication date: 3 August 1998

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

Full work available at URL: https://doi.org/10.1080/00949659608811748

zbMATH Keywords

random variate generationinversion methodrejection methodsuniform random numberratio-of-uniforms method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Cites Work

• Unnamed Item
• On computer generation of random vectors by transformations of uniformly distributed vectors
• The ratio of uniforms approach for generating discrete random variates
• New methods for generating Student's t and gamma variables
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Adaptive Rejection Sampling for Gibbs Sampling

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