A note on transformed density rejection

Authors
Leydold, J
Citation
J. Leydold, A note on transformed density rejection, COMPUTING, 65(2), 2000, pp. 187-192
Citations number
11
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTING
ISSN journal
0010485X → ACNP
Volume
65
Issue
2
Year of publication
2000
Pages
187 - 192
Database
ISI
SICI code
0010-485X(2000)65:2<187:ANOTDR>2.0.ZU;2-N
Abstract
In this paper we describe a version of transformed density rejection that r equires 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 covering with triangles is introduced.