TY - GEN
T1 - Acceptance tail method for generating unimodal random variables
AU - Shmerling, Efraim
PY - 2016/10/20
Y1 - 2016/10/20
N2 - A universal method for generating continuous random variables with unbounded range and infinite-valued discrete random variables is presented. It is shown how the method can be implemented for generating univariate unimodal continuous random variables. Efficiency of the presented method for generating gamma random variables in terms of generation time is compared with the efficiency of all widely utilized algorithms developed to date, and the superior efficiency of the presented method is proved.
AB - A universal method for generating continuous random variables with unbounded range and infinite-valued discrete random variables is presented. It is shown how the method can be implemented for generating univariate unimodal continuous random variables. Efficiency of the presented method for generating gamma random variables in terms of generation time is compared with the efficiency of all widely utilized algorithms developed to date, and the superior efficiency of the presented method is proved.
UR - http://www.scopus.com/inward/record.url?scp=84995487885&partnerID=8YFLogxK
U2 - 10.1063/1.4965398
DO - 10.1063/1.4965398
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AN - SCOPUS:84995487885
T3 - AIP Conference Proceedings
BT - Numerical Computations
A2 - Sergeyev, Yaroslav D.
A2 - Mukhametzhanov, Marat S.
A2 - Dell'Accio, Francesco
A2 - Mukhametzhanov, Marat S.
A2 - Kvasov, Dmitri E.
A2 - Sergeyev, Yaroslav D.
A2 - Kvasov, Dmitri E.
T2 - 2nd International Conference on Numerical Computations: Theory and Algorithms, NUMTA 2016
Y2 - 19 June 2016 through 25 June 2016
ER -