Abstract
It is well known that the generation of random vectors with non-independent components is difficult.
Nevertheless, we propose a new and very simple generation algorithm
for multivariate linear densities over point-symmetric domains.
Among other applications it can be used to design a simple decomposition-rejection algorithm for multivariate
concave distributions.
Nevertheless, we propose a new and very simple generation algorithm
for multivariate linear densities over point-symmetric domains.
Among other applications it can be used to design a simple decomposition-rejection algorithm for multivariate
concave distributions.
Original language | English |
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Title of host publication | Advancing the Frontiers of Simulation: A Festschrift in Honor of George Samuel Fishman |
Editors | Alexopoulos, C., Goldsman, D. and Wilson, J. R. |
Place of Publication | New York |
Publisher | Springer |
Pages | 143 - 152 |
Publication status | Published - 1 Dec 2009 |