Skip to main navigation Skip to search Skip to main content

Short Universal Generators Via Generalized Ratio-of-Uniforms Method

Publication: Working/Discussion PaperWU Working Paper and Case

69 Downloads (Pure)

Abstract

We use inequalities to design short universal algorithms that can be used to generate random variates from large classes of univariate continuous or discrete distributions (including all log-concave distributions). The expected time is uniformly bounded over all these distributions for a particular generator. The algorithms can be implemented in a few lines of high level language code. (author's abstract)

Publication series

SeriesPreprint Series / Department of Applied Statistics and Data Processing
Number34

WU Working Papes and Cases

  • Preprint Series / Department of Applied Statistics and Data Processing

Cite this