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Volumn 7, Issue 4, 1998, Pages 514-528

Random variable generation using concavity properties of transformed densities)?

Author keywords

Adaptive rejection sampling; Points of inflection; Random variate generator; T concavity; T convexity

Indexed keywords


EID: 0032286818     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.1998.10474792     Document Type: Article
Times cited : (37)

References (10)
  • 2
    • 0041187177 scopus 로고
    • Distribution Theory and Inference for Polynomial-Normal Density Functions
    • Evans, M., and Swartz, T. (1994), “Distribution Theory and Inference for Polynomial-Normal Density Functions,” Communications in Statistics, Theory and Methods, 23, 1123-1148.
    • (1994) Communications in Statistics, Theory and Methods , vol.23 , pp. 1123-1148
    • Evans, M.1    Swartz, T.2
  • 3
    • 78649982564 scopus 로고
    • Bayesian Integration Using Multivariate Student Importance Sampling
    • M.M. Meyer and J.L. Rosenberger, Interface Foundation of North America, Inc., Fairfax, Station, VA 22039-7460
    • Evans, M., and Swartz, T (1995), “Bayesian Integration Using Multivariate Student Importance Sampling,” in Computing Science and Statistics, 27, eds. M.M. Meyer and J.L. Rosenberger, Interface Foundation of North America, Inc., Fairfax, Station, VA 22039-7460, pp. 456-461.
    • (1995) Computing Science and Statistics , vol.27 , pp. 456-461
    • Evans, M.1    Swartz, T.2
  • 4
    • 0000324169 scopus 로고
    • Adaptive Rejection Sampling for Gibbs Sampling
    • Gilks, W., and Wild, P. (1992), “Adaptive Rejection Sampling for Gibbs Sampling,” Applied Statistics, 41, 337-348.
    • (1992) Applied Statistics , vol.41 , pp. 337-348
    • Gilks, W.1    Wild, P.2
  • 5
    • 0038312668 scopus 로고
    • Adaptive Rejection Metropolis Sampling
    • Gilks, W., Best, N.G., and Tan, K.K.C. (1995), “Adaptive Rejection Metropolis Sampling,” Applied Statistics, 5, 455-472.
    • (1995) Applied Statistics , vol.5 , pp. 455-472
    • Gilks, W.1    Best, N.G.2    Tan, K.K.C.3
  • 6
    • 0000032377 scopus 로고
    • A Rejection Technique for Sampling From T-Concave Distributions
    • Hormann, W. (1995), “A Rejection Technique for Sampling From T-Concave Distributions,” ACM Transactions on Mathematical Software, 21, 182-193.
    • (1995) ACM Transactions on Mathematical Software , vol.21 , pp. 182-193
    • Hormann, W.1
  • 8
    • 0000597582 scopus 로고
    • A Fast Easily Implemented Method for Sampling From Decreasing or Symmetric Unimodal Density Functions
    • Marsaglia, G., and Tsang, W.W. (1984), “A Fast Easily Implemented Method for Sampling From Decreasing or Symmetric Unimodal Density Functions,” SIAM Journal on Scientific and Statistical Computing, 5, 349-359.
    • (1984) SIAM Journal on Scientific and Statistical Computing , vol.5 , pp. 349-359
    • Marsaglia, G.1    Tsang, W.W.2
  • 9
    • 38649116430 scopus 로고    scopus 로고
    • Simulating Random Variates From Makehams Distribution,”
    • Scollnik, D. (1996), “Simulating Random Variates From Makeham’s Distribution,” Transactions of the Society of Actuaries, Vol XLVII, 41-69.
    • (1996) Transactions of the Society of Actuaries , vol.Vol XLVII , pp. 41-69
    • Scollnik, D.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.