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, Berlin

About 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 of Step 4.

• p.80, Sect. 4.4.4 Equiangular Points:

  The parameter xi in Eq.(4.21) must be less than or equal to one. Otherwise, some of the points p_i are outside the given domain (b_l , b_r ).
  Alternatively one could use theta_l = arctan ((b_l - m) / xi ) and analogously for theta_r .

• p.94, Algorithm 4.4 (TDR 3-points): line 12 has to be completed to

  12: Set A_i <-- 0,    b_j <-- b_j+k.

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

  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].

Home

Project

Monograph

Literature

Links

Software

Wolfgang Hörmann and Josef Leydold   (October 21st, 2003)

Research supported by