• 제목/요약/키워드: Truncated gamma density

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THE GENERALIZED RATIO-OF-UNIFORM METHOD

  • Chung, Youn-Shik;Lee, Sang-Jeen
    • Journal of applied mathematics & informatics
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    • 제4권2호
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    • pp.469-476
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    • 1997
  • 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.