A Universal Generator for Bivariate Log-Concave Distributions

Different universal (also called automatic or black-box) methods have been suggested to sample from univariate log-concave distributions. The description of a universal generator for bivariate distributions has not been published up to now. The new algorithm for bivariate log-concave distributions i...

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Bibliographic Details
Main Author: Hörmann, Wolfgang
Format: Others
Language:en
Published: Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business 1995
Subjects:
Online Access:http://epub.wu.ac.at/1044/1/document.pdf