基于梯型密度函数的连续分布随机数近似生成方法

Approximate method of generating random numbers with given trapezoid density function

讨论了产生连续分布随机数的近似方法,给出了基于梯型密度函数表示的连续分布随机数近似算法,应用近似算法给出了几种常见类型随机数的实验结果.

In this paper, an approximate method to generate random numbers of continuous random variables is proposed.Density function is represented as mixture of trapezoid density functions,the exact method is replaced by generating random numbers of a few trapezoid density functions.