In this paper we describe a version of transformed density rejection that requires less uniform random numbers. Random variates below the squeeze are generated by inversion. For the expensive part between squeeze and density an algorithm that uses a coverering with triangles is introduced. (author's abstract) / Series: Preprint Series / Department of Applied Statistics and Data Processing
| Identifer | oai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_9e2 |
| Date | January 1999 |
| Creators | Leydold, Josef |
| Publisher | Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business |
| Source Sets | Wirtschaftsuniversität Wien |
| Language | English |
| Detected Language | English |
| Type | Paper, NonPeerReviewed |
| Format | application/pdf |
| Relation | http://epub.wu.ac.at/1686/ |
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