Spelling suggestions: "subject:"logconcave distributions"" "subject:"nonconcave distributions""
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Short Universal Generators Via Generalized Ratio-of-Uniforms MethodLeydold, Josef January 2000 (has links) (PDF)
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 for a particular generator. The algorithms can be implemented in a few lines of high level language code. (author's abstract) / Series: Preprint Series / Department of Applied Statistics and Data Processing
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