Uniform fractional part: a simple fast method for generating continuous random variates
Uniform fractional part: a simple fast method for generating continuous random variates
A known theorem in probability is adopted and through a probabilistic approach, it is generalized to develop a method for generating random deviates from the distribution of any continuous random variable. This method, which may be considered as an approximate version of the Inverse Transform algorithm, takes two random numbers to generate a random deviate, while maintaining all the other advantages of the Inverse Transform method, such as the possibility of generating ordered as well as correlated deviates and being applicable to all density functions, regardless of their parameter values
613-622
Mahlooji, H.
b194e796-03e8-4053-bdd1-048675df2f1d
Eshragh Jahromi, A.
f836cd6a-f6d8-46f2-a697-6a1dc171b6df
Abouee Mehrizi, H.
d9e7ce5d-559a-4d0a-81d8-6b2ec7036691
Izady, N.
bca6a7c0-064b-4502-a273-5645723a0b02
October 2008
Mahlooji, H.
b194e796-03e8-4053-bdd1-048675df2f1d
Eshragh Jahromi, A.
f836cd6a-f6d8-46f2-a697-6a1dc171b6df
Abouee Mehrizi, H.
d9e7ce5d-559a-4d0a-81d8-6b2ec7036691
Izady, N.
bca6a7c0-064b-4502-a273-5645723a0b02
Mahlooji, H., Eshragh Jahromi, A., Abouee Mehrizi, H. and Izady, N.
(2008)
Uniform fractional part: a simple fast method for generating continuous random variates.
Scientia Iranica, 15 (5), .
Abstract
A known theorem in probability is adopted and through a probabilistic approach, it is generalized to develop a method for generating random deviates from the distribution of any continuous random variable. This method, which may be considered as an approximate version of the Inverse Transform algorithm, takes two random numbers to generate a random deviate, while maintaining all the other advantages of the Inverse Transform method, such as the possibility of generating ordered as well as correlated deviates and being applicable to all density functions, regardless of their parameter values
Text
UFPScientia.pdf
- Version of Record
Restricted to Repository staff only
Request a copy
More information
Published date: October 2008
Organisations:
Operational Research
Identifiers
Local EPrints ID: 176777
URI: http://eprints.soton.ac.uk/id/eprint/176777
ISSN: 1026-3098
PURE UUID: cba7e562-b8b9-40a7-86d0-789b8980ed1c
Catalogue record
Date deposited: 11 Mar 2011 09:33
Last modified: 14 Mar 2024 02:40
Export record
Contributors
Author:
H. Mahlooji
Author:
A. Eshragh Jahromi
Author:
H. Abouee Mehrizi
Author:
N. Izady
Download statistics
Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.
View more statistics