Resource title

A Simple Universal Generator for Continuous and Discrete Univariate T-concave Distributions

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Resource description

We use inequalities to design short universal algorithms that can be used to generate random variates from large classes of univariate continuous or discrete distributions (including all log-concave distributions). The expected time is uniformly bounded over all these distributions. The algorithms can be implemented in a few lines of high level language code. In opposition to other black-box algorithms hardly any setup step is required and thus it is superior in the changing parameter case. (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/1756/1/document.pdf

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