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Dominated rejection algorithms for generating random variates

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Abstract This focus article presents a practical modified version of the von Neumann dominated rejection method for generating univariate random variates using a distribution density function, a uniform variate over a finite interval, and an independent uniform variate over the unit interval. An example generated variate from the normal distribution family is included for demonstration purposes. WIREs Comput Stat 2012, 4:561–564. doi: 10.1002/wics.1230 This article is categorized under: Algorithms and Computational Methods > Algorithms Applications of Computational Statistics > Computational Mathematics Algorithms and Computational Methods > Random Number Generation

Standard normal generated variate values.

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Algorithms and Computational Methods > Random Number Generation
Applications of Computational Statistics > Computational Mathematics
Algorithms and Computational Methods > Algorithms

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