R bloggers

ratio-of-uniforms [#4]

FavoriteLoadingAdd to favorites

Possibly the last post on random number generation by Kinderman and Monahan’s (1977) ratio-of-uniform method. After fiddling with the Gamma(a,1) distribution when a<1 for a while, I indeed figured out a way to produce a bounded set with this method: considering an arbitrary cdf Φ with corresponding pdf φ, the uniform distribution on the set Λ of (u,v)’s in R⁺xX…
Original Post: ratio-of-uniforms [#4]

Leave a Reply

Your email address will not be published. Required fields are marked *