Resource title

A Note on Transformed Density Rejection

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Resource description

In this paper we describe a version of transformed density rejection that requires less uniform random numbers. Random variates below the squeeze are generated by inversion. For the expensive part between squeeze and density an algorithm that uses a coverering with triangles is introduced. (author's abstract) ; Series: Preprint Series / Department of Applied Statistics and Data Processing

Resource author

Josef Leydold

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Resource publish date

Resource language

en

Resource content type

application/pdf

Resource resource URL

http://epub.wu.ac.at/1686/1/document.pdf

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Adapt according to the license agreement. Always reference the original source and author.