A simple universal generator for continuous and discrete univariate T-concave distributions

ACM Transactions on Mathematical Software

Volumn 27, Issue 1, 2001, Pages 66-82

  Leydold, Josef ^a  

^a VIENNA UNIVERSITY OF ECONOMICS AND BUSINESS   (Austria)

Author keywords

Algorithms; Continuous distributions; Discrete distributions; G.3 Mathematics of Computing : Probability and statistics Random number generation; Nonuniform random variates; Ratio of uniforms method; Transformed density rejection; Universal method

Indexed keywords

EID: 0038076396     PISSN: 00983500     EISSN: None     Source Type: Journal    
DOI: 10.1145/382043.382322     Document Type: Article

References (23)

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