ARVAG - Automatic nonuniform Random VAriate Generation |

W. Hörmann, J. Leydold, and G. Derflinger

Automatic Nonuniform Random Variate Generation

Series: Statistics and Computing

2004, X, 442pp, Hardcover

ISBN: 3-540-40652-2

Springer, BerlinAbout this book | Table of Contents | Introduction |

Errata| Demo of Algorithms

Errata

p.47, Line 14/15: [Thanks to Halis Sak (PhD Student, Bogazici University, Istanbul)]... we have included two variants ofStep 4.p.80, Sect. 4.4.4 Equiangular Points:The parameterxiin Eq.(4.21) must be less than or equal to one. Otherwise, some of the pointspare outside the given domain (_{i}b)._{l}, b_{r}

Alternatively one could usetheta= arctan ((_{l}b-_{l}m) /xi) and analogously fortheta._{r}p.94, Algorithm 4.4 (TDR 3-points): line 12 has to be completed to12: SetA<-- 0,_{i}b<--_{j}b._{j+k}

p.122, Algorithm 5.3 (Ahrens-Equal-Area): [Thanks to Umut Sevin (PhD Student, Bogazici University, Istanbul)]line 14: replacejbyJ(two times).

line 24: replaceibyJ(in comment).

line 27: complete to`if (X<=b_r && Y <= f(X)) then`

[return X].

Wolfgang Hörmann and Josef Leydold (October 21st, 2003) | Research supported by |