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密度函数垂直表示及在非均匀随机数生成中的应用 被引量：1

The Vertical Representation of a Density and It's Application of Generating Random Vector for the Non-uniform Distribution with Given Density
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摘要 本文给出密度函数垂直表示法,以及利用该方法产生给定概率密度函数的随机向量的一般算法。 In this section, vertical representation of a density, which is a new look at densith, is provided and a general algorithm of generating random vector with given density is proposed by using density vertical representation （VDR）.
作者 杨振海 杨爱军
机构地区 北京工业大学应用数理学院
出处 《数理统计与管理》 CSSCI 北大核心 2006年第3期371-378,共8页 Journal of Applied Statistics and Management
关键词 密度函数垂直表示 随机向量生成 均匀分布 舍选法 density vertical representation generating random vector uniform distribution rejection method.
分类号 O212 [理学—概率论与数理统计]
  • 相关文献

参考文献7

  • 1Van N eumann, J. ( 1951 ) Various technique used in connection with random digits [ J ], U. S. Nat. Bur. Stand.Apll. Math. Ser, No. 12, pp36 - 38.
  • 2Fang K. T, Yang Z. H .and Kotz S. (2001)Generation of Maltivariate Distribution by Vertical Density Representation [ J ]. Statistics, 35,281 - 293.
  • 3Troutt, M. D. (1991)A Theorem on the Density of the Density Ordinate and an Alternative Interpretation of the Box- Muller method[J] ,Statistics 22(3),463- 466.
  • 4Troutt, M. D. (1993)Vertical Density Representation and a Further Rdmark on the Box- Muller Method[J],Statistics, 24 81 - 83.
  • 5Cheng, R. C. H. (1978) Generating Beta Variates with Nonintegral Shape Parameters[J], Manage-ment Science/Operation Research,21, No.4 317 - 322.
  • 6Pang, W. K, Yang, Z. H, Hou, S. H. and Troutt, M. D. (2002) Non - uniform random Variate Gen - erationby vertical strip method with giveb density[J], Euroupean Joural of Operation research, 35 463 -477.
  • 7杨振海,程维虎.统计模拟[J].数理统计与管理,2006,25(1):117-126. 被引量：7

二级参考文献6

  • 1Von Neumann,J. (1951 )Various technique used in connection with random digits [ J ]. U. S. Nat. Bur. Stand.Apll. Math. Ser. , No. 12, pp36 - 38.
  • 2Fang K. T. ,Yang Z. H. and Kotz S. (2001)Generation of Maltivariate Distribution by Vertical Density Representation [ J ]. Statistics, 35,281 - 293.
  • 3Troutt, M. D. (191)A Therorem on the Density of the density Ordinate and an Alternative Interpretation of the Box-Muller method [ J ]. Statistics 22 (3) ,463 - 466.
  • 4Troutt, M. D. (1993)vertical Density Representation and a Further Remark on the Box-Muller Method[ J]. Statistics,24,81 - 83.
  • 5Cheng, R. C. H. (1978)generating Beta Variates with Nonintegral Shape Parameters[ J]. Management Science/Operation Research,21, No. 4 317 - 322.
  • 6Pang, W. K. , Yang, Z. H. , Hou, S. H. and Troutt, M. D. (002) Non-uniform random Variate Generation by vertical strip method with giveb density [ J ]. euroupean Joural of Operation research ,35,463 -477.

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同被引文献10

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二级引证文献9

数理统计与管理
2006年 第3期

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