A Rejection Technique for Sampling from T-Concave Distributions

TitleA Rejection Technique for Sampling from T-Concave Distributions
Publication TypeJournal Article
Year of Publication1995
AuthorsHörmann, W.
JournalACMTOMS
Volume21
Pagination182–193
Keywordsblack box, log-concave, nonuniform RNG, rejection algorithm, rejection method, T-concave, t-distribution, transformed density rejection, unimodal distributions