This Title All WIREs
How to cite this WIREs title:
WIREs Comp Stat

Dominated rejection algorithms for generating random variates

Full article on Wiley Online Library:   HTML PDF

Can't access this content? Tell your librarian.

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.

[ Normal View | Magnified View ]

Browse by Topic

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

Access to this WIREs title is by subscription only.

Recommend to Your
Librarian Now!

The latest WIREs articles in your inbox

Sign Up for Article Alerts