Uniform fractional part: a simple fast method for generating continuous random variates

A known theorem in probability is adopted and through a probabilistic approach, it is generalized to develop a method for generating random deviates from the distribution of any continuous random variable. This method, which may be considered as an approximate version of the Inverse Transform algori...

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Bibliographic Details
Main Authors: Mahlooji, H. (Author), Eshragh Jahromi, A. (Author), Abouee Mehrizi, H. (Author), Izady, N. (Author)
Format: Article
Language:English
Published: 2008-10.
Subjects:
Online Access:Get fulltext
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100 1 0 |a Mahlooji, H.  |e author 
700 1 0 |a Eshragh Jahromi, A.  |e author 
700 1 0 |a Abouee Mehrizi, H.  |e author 
700 1 0 |a Izady, N.  |e author 
245 0 0 |a Uniform fractional part: a simple fast method for generating continuous random variates 
260 |c 2008-10. 
856 |z Get fulltext  |u https://eprints.soton.ac.uk/176777/1/UFPScientia.pdf 
520 |a A known theorem in probability is adopted and through a probabilistic approach, it is generalized to develop a method for generating random deviates from the distribution of any continuous random variable. This method, which may be considered as an approximate version of the Inverse Transform algorithm, takes two random numbers to generate a random deviate, while maintaining all the other advantages of the Inverse Transform method, such as the possibility of generating ordered as well as correlated deviates and being applicable to all density functions, regardless of their parameter values 
655 7 |a Article