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舍选法的几何解释及其应用 被引量:5

Geometric sense of acceptance-rejection method and its applications to generate random variables
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摘要 本文给出了统计模拟中随机数生成之舍选法的几何解释 。 In this paper, the geometric sense of acceptance rejection method of generating random variables and the rotation method of generating uniform distribution on a triangle are given.We give an example of generating exponential distribution by using both methods together.
出处 《数理统计与管理》 CSSCI 北大核心 2002年第4期40-43,共4页 Journal of Applied Statistics and Management
关键词 舍选法 几何解释 应用 均匀分布 随机数生成 统计模拟 三角形分布 旋转法 指数型分布 uniform distribution generation of random variables
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参考文献5

  • 1Devroye, L.(1986) Non-Uniform Random Numbers Variate Generation. Springger, New York.
  • 2Ernst Stadlober and Heinz Zechner. The Patchwork Rejection Technique for Sampling from unimadal distributions.ACM Transactions on Modeling and Computer Simulation,1999,9(1):59-80.
  • 3Fasiman, G.S.Monto Carlo:Concept, aigorothim and applications. Springer-Verlag, New York,1996
  • 4K.T.Fang, Z.H.Yang,S.Kotz. Generation of Maltivariate Distribution by Vertical Density Representation Statistics(to apear),2001.
  • 5W.K.Pang,Z.H.Yang, S.H.Hou,M.D. Troutt.Further Results on Multivariatr Vertical Density Representation and an Application to Random Vector Generation. Statistics,2001,35:463-477.

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