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Volumn 55, Issue 1-2, 1996, Pages 49-55

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

Author keywords

Random numbers; Rejection; Simulation

Indexed keywords


EID: 0030371745     PISSN: 00949655     EISSN: None     Source Type: Journal    
DOI: 10.1080/00949659608811748     Document Type: Article
Times cited : (4)

References (11)
  • 1
    • 41549124975 scopus 로고
    • On computer generation of a random variables by transformations of uniform variables
    • Barbu, G. (1982). On computer generation of a random variables by transformations of uniform variables, Bull. Math. Soc. Sci. Math. Romanie, 26, 129-139.
    • (1982) Bull. Math. Soc. Sci. Math. Romanie , vol.26 , pp. 129-139
    • Barbu, G.1
  • 3
    • 0024872284 scopus 로고
    • Mathematical aspects of various methods for sampling from classical distributions
    • eds: E.A. MacNair, K.J. Musselman and P. Heidelberger
    • Dieter, U. (1989) Mathematical aspects of various methods for sampling from classical distributions, in Proceedings of the 1989 Winter Simulation Conference (eds: E.A. MacNair, K.J. Musselman and P. Heidelberger), pp. 477-489.
    • (1989) Proceedings of the 1989 Winter Simulation Conference , pp. 477-489
    • Dieter, U.1
  • 4
    • 0000324169 scopus 로고
    • Adaptive rejection sampling for Gibbs sampling
    • Gilks, W. R. and Wild, P. (1992) Adaptive rejection sampling for Gibbs sampling, Appl. Statist., 41, 337-348.
    • (1992) Appl. Statist. , vol.41 , pp. 337-348
    • Gilks, W.R.1    Wild, P.2
  • 5
    • 0000148038 scopus 로고
    • Computer generation of random variables using the ratio of random deviates
    • Kinderman, A. J. and Monahan, J. F. (1977) Computer generation of random variables using the ratio of random deviates, ACM Trans. Math. Soft. 3, 257-260.
    • (1977) ACM Trans. Math. Soft. , vol.3 , pp. 257-260
    • Kinderman, A.J.1    Monahan, J.F.2
  • 6
    • 0003303959 scopus 로고
    • New methods for generating student's and gamma random variables
    • Kinderman, A. J. and Monahan, J. F. (1980) New methods for generating student's and gamma random variables, Comput., 25, 369-377.
    • (1980) Comput. , vol.25 , pp. 369-377
    • Kinderman, A.J.1    Monahan, J.F.2
  • 8
    • 38249020270 scopus 로고
    • The ratio of uniforms approach for generating discrete random variates
    • Stadlober, E. (1990) The ratio of uniforms approach for generating discrete random variates, J. Comput. Appl. Math., 31, 181-189.
    • (1990) J. Comput. Appl. Math. , vol.31 , pp. 181-189
    • Stadlober, E.1
  • 9
    • 0023602148 scopus 로고
    • On computer generation of random vectors by transformations of uniformly distributed vectors
    • Stefanescu, S. and Vaduva, I (1987) On computer generation of random vectors by transformations of uniformly distributed vectors, Comput., 39, 141-153.
    • (1987) Comput. , vol.39 , pp. 141-153
    • Stefanescu, S.1    Vaduva, I.2
  • 10
    • 0039464882 scopus 로고
    • Computer generation of random vectors based on transformations of uniform distributed vector
    • Brasov, VNU Science Press, Utrecht
    • Vaduva, I. (1985) Computer generation of random vectors based on transformations of uniform distributed vector, in Proceedings of the Sixth Conference on Probability Theory, Brasov, VNU Science Press, Utrecht, pp. 589-598.
    • (1985) Proceedings of the Sixth Conference on Probability Theory , pp. 589-598
    • Vaduva, I.1
  • 11
    • 0000983647 scopus 로고
    • Efficient generation of random variates via the ratio-of-uniforms method, statist
    • Wakefield, J. C., Gelfand, A. E. and Smith, A. F. M. (1991) Efficient generation of random variates via the ratio-of-uniforms method, Statist. Comput., 1, 129-133.
    • (1991) Comput. , vol.1 , pp. 129-133
    • Wakefield, J.C.1    Gelfand, A.E.2    Smith, A.F.M.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.