Acceptance Tail Method for Generating Unimodal Random Variables

被引：0

作者：

Shmerling, Efraim ^{[1
]}

机构：

[1] Ariel Univ, Sci Pk, IL-44837 Ariel, Israel

来源：

NUMERICAL COMPUTATIONS: THEORY AND ALGORITHMS (NUMTA-2016) | 2016年 / 1776卷

关键词：

GAMMA;

D O I：

10.1063/1.4965398

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

A universal method for generating continuous random variables with unbounded range and infinite-valued discrete random variables is presented. It is shown how the method can be implemented for generating univariate unimodal continuous random variables. Efficiency of the presented method for generating gamma random variables in terms of generation time is compared with the efficiency of all widely utilized algorithms developed to date, and the superior efficiency of the presented method is proved.

引用

页数：4

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