The Transformed Rejection Method for Generation Random Variables, an Alternative to the Ratio of Uniforms Method
Theoretical considerations and empirical results show that the one-dimensional quality of non-uniform random numbers is bad and the discrepancy is high when they are generated by the ratio of uniforms method combined with linear congruential generators. This observation motivates the suggestion to r...
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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
1994
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| Online Access: | http://epub.wu.ac.at/1314/1/document.pdf |