Abstract
This chapter is collecting the basic ideas and methods for the generation of continuous non-uniform random variates. They serve as the building blocks of universal algorithms. Most of these methods can also be used for discrete distributions which will be presented in Chap. 3. These methods can also be used as starting points for compiling algorithms to generate random vectors, which will be done in Chap. 11.
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© 2004 Springer-Verlag Berlin Heidelberg
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Hörmann, W., Leydold, J., Derflinger, G. (2004). General Principles in Random Variate Generation. In: Automatic Nonuniform Random Variate Generation. Statistics and Computing. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-05946-3_2
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DOI: https://doi.org/10.1007/978-3-662-05946-3_2
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-07372-4
Online ISBN: 978-3-662-05946-3
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