The ratio of uniforms approach for generating discrete random variates
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Publication:914323
DOI10.1016/0377-0427(90)90349-5zbMath0701.65007OpenAlexW2001991831MaRDI QIDQ914323
Publication date: 1990
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0377-0427(90)90349-5
Related Items (11)
Simulating bessel random variables ⋮ Sampling Methods for Wallenius' and Fisher's Noncentral Hypergeometric Distributions ⋮ A note on a universal random variate generator for integer-valued random variables ⋮ Transformations and random variate generation:generalised ratio-of-uniforms methods ⋮ On a combination method of VDR and patchwork for generating uniform random points on a unit sphere ⋮ Universal methods for generating random variables with a given characteristic function ⋮ Monte Carlo Algorithms for Hardy–Weinberg Proportions ⋮ Non-uniform random variate generation by the vertical strip method ⋮ Efficient Bayesian inference in generalized inverse gamma processes for stochastic volatility ⋮ A universal generator for discrete log-concave distributions ⋮ A triptych of discrete distributions related to the stable law
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- Computer generation of hypergeometric random variates†
- Control Variables with Known Mean and Variance
- Computer Generation of Poisson Deviates from Modified Normal Distributions
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
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