Uniform fractional part: A simple fast method for generating continuous random variates

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$Uniform fractional part: A simple fast method for generating continuous random variates$

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Mahlooji, H

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Type of Document: Article
Publisher: Sharif University of Technology , 2008
Abstract:
A known theorem in probability is adopted and through a probabilistic approach, it is generalized to develop a method for generating random deviates from the distribution of any continuous random variable. This method, which may be considered as an approximate version of the Inverse Transform algorithm, takes two random numbers to generate a random deviate, while maintaining all the other advantages of the Inverse Transform method, such as the possibility of generating ordered as well as correlated deviates and being applicable to all density functions, regardless of their parameter values. © Sharif University of Technology, October 2008
Keywords:
Inverse transforms ; Probability distributions ; Random number generation ; Fast methods ; Fractional parts ; Inverse transform method ; Probabilistic approaches ; Random Numbers ; Random variates ; Transform algorithm ; Inverse problems ; algorithm ; inverse analysis ; probability
Source: Scientia Iranica ; Volume 15, Issue 5 , 2008 , Pages 613-622 ; 10263098 (ISSN)
URL: https://www.sid.ir/en/Journal/ViewPaper.aspx?ID=121899