Variants of Transformed Density Rejection and Correlation Induction
In this paper we present some variants of transformed density rejection (TDR) that provide more flexibility (including the possibility to halve the expected number of uniform random numbers) at the expense of slightly higher memory requirements. Using a synchronized first stream of uniform variates...
| 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
2001
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| Online Access: | http://epub.wu.ac.at/1554/1/document.pdf |