任意分布抽样程序的设计与实现

Design and Realization of the Program Sampling from Arbitrary Distribution

该文描述了一个抽样的完善算法和程序实现过程,这一算法利用了高效的别名法,可使计算机从任意分布中自动抽样。目前拥有的两个函数可以完成任意离散分布和任意一元连续分布的抽样。抽样实验表明,该程序及方法是高效的。

This paper describes the design and program realization of an algorithm sampling from arbitrary distribution,this algorithm uses the alias method.The two functions we have now can sample from any discrete distribution and one -dimensional continuous distribution.The num-erical examples show that the program and the method are very effective.