|ARVAG - Automatic nonuniform Random VAriate Generation|
About this book
Table of Contents
Demo of Algorithms
W. Hörmann, J. Leydold, and G. Derflinger
Automatic Nonuniform Random Variate Generation
Series: Statistics and Computing
2004, X, 442pp, Hardcover
... we have included two variants of Step 4.
The parameter xi in Eq.(4.21) must be less than or equal
to one. Otherwise, some of the points pi
are outside the given domain
(bl , br ).
Alternatively one could use thetal = arctan ((bl - m) / xi ) and analogously for thetar .
12: Set Ai <-- 0,
bj <-- bj+k.
line 14: replace j by J (two times).
line 24: replace i by J (in comment).
line 27: complete to
if (X<=b_r && Y <= f(X)) then [return X].
About this book | Table of Contents | Introduction | Errata | Demo of Algorithms
|Wolfgang Hörmann and Josef Leydold (October 21st, 2003)||Research supported by|