Short universal generators via generalized ratio-of-uniforms method

DOI10.1090/S0025-5718-03-01511-4zbMath1019.65007OpenAlexW2017192695MaRDI QIDQ4806398

Josef Leydold

Publication date: 14 May 2003

Published in: Mathematics of Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0025-5718-03-01511-4

zbMATH Keywords

algorithmsdiscrete distributionscontinuous distributionslog-concave distributionstransformed density rejectionuniversal methodratio-of-uniforms methodnonuniform random number variatesT-concave distributions

Mathematics Subject Classification ID

Approximations to statistical distributions (nonasymptotic) (62E17) Random number generation in numerical analysis (65C10)

Related Items (3)

A note on a universal random variate generator for integer-valued random variables ⋮ A simple generator for the \(t\) distribution ⋮ Universal methods for generating random variables with a given characteristic function

Cites Work

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• A rejection technique for sampling from T -concave distributions
• Automatic sampling with the ratio-of-uniforms method
• Adaptive Rejection Sampling for Gibbs Sampling
• A simple universal generator for continuous and discrete univariate T-concave distributions

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