Non-uniform random variate generation by the vertical strip method

European Journal of Operational Research

Volumn 142, Issue 3, 2002, Pages 595-609

  Pang, W K ^a   Yang, Z H ^b   Hou, S H ^a   Leung, P K ^a  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b BEIJING UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

Non uniform random variates; Rejection acceptance method; Vertical strip method

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; NORMAL DISTRIBUTION;

RANDOM VARIATE GENERATION;

RANDOM NUMBER GENERATION;

EID: 0036833113     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0377-2217(01)00347-2     Document Type: Article

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