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The generalized ratio-of-uniform method.

Authors :
Chung, Younshik
Lee, Sangjeen
Source :
Journal of Applied Mathematics & Computing; Aug1997, Vol. 4 Issue 2, p409-415, 7p
Publication Year :
1997

Abstract

In this paper, we present a random number generation method, which is one of the rejection methods. To accelerate ratio-of-uniform method, we use an efficiency variabler. After finding the optimal value of r with respect to interesting distribution with proportional density, random numbers can be generated in acceleration. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
15985865
Volume :
4
Issue :
2
Database :
Complementary Index
Journal :
Journal of Applied Mathematics & Computing
Publication Type :
Academic Journal
Accession number :
162468586
Full Text :
https://doi.org/10.1007/BF03014488