Generation of Variates from Distribution Tails.

Abstract

The general acceptance/rejection algorithm for generating random values on a computer is specialized for distribution tails, using an exponential majorizing function and a linear minorizing function. Specific algorithms are given for the normal, gamma, Weibull and beta distributions. While the algorithms can be used alone, it is anticipated that their major value will be to serve as components of algorithms for complete distributions. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1978
Accession Number
ADA060348

Entities

People

  • Bruce W. Schmeiser

Organizations

  • Southern Methodist University

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Programming
  • Computers
  • Demographic Cohorts
  • Distribution Functions
  • Engineering
  • Generators
  • Mathematics
  • Military Research
  • Normal Distribution
  • Operating Systems
  • Operations Research
  • Rejection

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  • Neural Network Machine Learning.
  • Statistical inference.