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...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
2008-10.
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| Subjects: | |
| Online Access: | Get fulltext |