Efficient generation of random variates via the ratio-of-uniforms method
Publication
, Journal Article
Wakefield, JC; Gelfand, AE; Smith, AFM
Published in: Statistics and Computing
December 1, 1991
Improvements to the conventional ratio-of-uniforms method for random variate generation are proposed. A generalized radio-of-uniforms method is introduced, and it is demonstrated that relocation of the required density via the mode can greatly improve the computational efficiency of the method. We describe a multivariate version of the basic method and summarize a general strategy for efficient ratio-of-uniforms generation. Illustrative examples are given. © 1991 Chapman & Hall.
Duke Scholars
Published In
Statistics and Computing
DOI
EISSN
1573-1375
ISSN
0960-3174
Publication Date
December 1, 1991
Volume
1
Issue
2
Start / End Page
129 / 133
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4903 Numerical and computational mathematics
- 4901 Applied mathematics
- 0802 Computation Theory and Mathematics
- 0104 Statistics
Citation
APA
Chicago
ICMJE
MLA
NLM
Wakefield, J. C., Gelfand, A. E., & Smith, A. F. M. (1991). Efficient generation of random variates via the ratio-of-uniforms method. Statistics and Computing, 1(2), 129–133. https://doi.org/10.1007/BF01889987
Wakefield, J. C., A. E. Gelfand, and A. F. M. Smith. “Efficient generation of random variates via the ratio-of-uniforms method.” Statistics and Computing 1, no. 2 (December 1, 1991): 129–33. https://doi.org/10.1007/BF01889987.
Wakefield JC, Gelfand AE, Smith AFM. Efficient generation of random variates via the ratio-of-uniforms method. Statistics and Computing. 1991 Dec 1;1(2):129–33.
Wakefield, J. C., et al. “Efficient generation of random variates via the ratio-of-uniforms method.” Statistics and Computing, vol. 1, no. 2, Dec. 1991, pp. 129–33. Scopus, doi:10.1007/BF01889987.
Wakefield JC, Gelfand AE, Smith AFM. Efficient generation of random variates via the ratio-of-uniforms method. Statistics and Computing. 1991 Dec 1;1(2):129–133.
Published In
Statistics and Computing
DOI
EISSN
1573-1375
ISSN
0960-3174
Publication Date
December 1, 1991
Volume
1
Issue
2
Start / End Page
129 / 133
Related Subject Headings
- Statistics & Probability
- 4905 Statistics
- 4903 Numerical and computational mathematics
- 4901 Applied mathematics
- 0802 Computation Theory and Mathematics
- 0104 Statistics