Universal Algorithms as an Alternative for Generating Non-Uniform Continuous Random Variates
This paper presents an overview of the most powerful universal methods. These are based on acceptance/rejection techniques where hat and squeezes are constructed automatically. Although originally motivated to sample from non-standard distributions these methods have advantages that make them attrac...
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
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Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
2000
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| Subjects: | |
| Online Access: | http://epub.wu.ac.at/844/1/document.pdf |