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  • 1990-1994  (1)
  • 1991  (1)
  • Bayesian computation  (1)
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  • 1990-1994  (1)
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  • 1991  (1)
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    Electronic Resource
    Electronic Resource
    Efficient generation of random variates via the ratio-of-uniforms method (1991)
    Springer
    Statistics and computing 1 (1991), S. 129-133 
    Details
    ISSN: 1573-1375
    Keywords: Ratio-of-uniforms ; power functions ; multivariate ratio-of-uniforms ; beta distribution ; Bayesian computation
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Improvements to the conventional ratio-of-uniforms method for random variate generation are proposed. A generalized radio-of-uniforms method is introduced, and it is demonstrated that relocation of the required density via the mode can greatly improve the computational efficiency of the method. We describe a multivariate version of the basic method and summarize a general strategy for efficient ratio-of-uniforms generation. Illustrative examples are given.
    Type of Medium: Electronic Resource
    URL: http://dx.doi.org/10.1007/BF01889987
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