Rejection Using Piece-Wise Linear Majorizing Functions in Random Variate Generation

Abstract

In the context of random variate generation on digital computers, the use of piece-wise linear majorizing functions in conjunction with the general rejection algorithm is proposed. Based on previous results obtained in the generation of beta variates, the expected advantages and disadvantages of applying the concept to other distributions are discussed, as is the use of minorizing functions for fast acceptance of values. Areas of potential application are also discussed.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1978
Accession Number
ADA052570

Entities

People

  • Bruce W. Schmeiser
  • Mohamed A. Shalaby

Organizations

  • Southern Methodist University

Tags

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  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Abstracts
  • Algorithms
  • Computer Science
  • Computers
  • Data Science
  • Demographic Cohorts
  • Digital Computers
  • Discrete Distribution
  • Distribution Functions
  • Generators
  • Information Science
  • Literature
  • Normal Distribution
  • Operations Research
  • Probability
  • Random Variables
  • Universities

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  • Operations Research
  • Personnel Management and Statistics in the Military and Department of Defense
  • Systems Analysis and Design