Journal of applied mathematics & informatics

The Korean Society for Computational and Applied Mathematics (한국전산응용수학회)
권호 표지

THE GENERALIZED RATIO-OF-UNIFORM METHOD

  • Published : 1997.06.01

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Abstract

In this paper we present a random number generation method which is one of the rejection methods, To accelerate ratio-of-uniform method we use an efficiency variable γ. After finding the optimal value of γwith respect to interesting distribution with pro-portional density random numbers can be generated in acceleration.

Keywords

References

  1. Communications of the ACM v.23 Gamma Variate Generators with Increased Shape Parameter Range Cheng, R. C. H.;Feast, G. M.
  2. Non-Uniform Random Variate Generation Devroye, L.
  3. ACM Transactions on Mathematical Software v.3 Computer Generation of Random Variables Using the Ratio of Uniform Deviates Kinderman, A. J.;Monahan, J. F.
  4. Technical Report New Methods for Generating Strudent's t and Gamma Variables Kinderman, A. J.;Monahan, J. F.