The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
Title | The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method |
Publication Type | Journal Article |
Year of Publication | 1994 |
Authors | Hörmann, W., and G. Derflinger |
Journal | Commun. Stat., Simulation Comput. |
Volume | 23 |
Pagination | 847-860 |
Keywords | normal distribution, random variate generation, t-distribution, transformed rejection method |