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A note on transformed density rejection
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DOI：10.1007/s006070070019.png)
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摘要
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In this paper we describe a version of transformed density rejection that requires less uniform random numbers. Random variates below the squeeze are generated by inversion. For the expensive part between squeeze and density an algorithm that uses a covering with triangles is introduced.
Keyword:
non-uniform random variates
universal method
transformed density rejection
continuous distributions
log-concave distributions
T-concave distributions
