The Monty Python Method for Generating Gamma Variables
نویسندگان
چکیده
منابع مشابه
The Monty Python Method for Generating Gamma Variables
The Monty Python Method for generating random variables takes a decreasing density, cuts it into three pieces, then, using area-preserving transformations, folds it into a rectangle of area 1. A random point (x; y) from that rectangle is used to provide a variate from the given density, most of the time as x itself or a linear function of x. The decreasing density is usually the right half of a...
متن کاملThe Ziggurat Method for Generating Random Variables
We provide a new version of our ziggurat method for generating a random variable from a given decreasing density. It is faster and simpler than the original, and will produce, for example, normal or exponential variates at the rate of 15 million per second with a C version on a 400MHz PC. It uses two tables, integers ki and reals wi. Some 99% of the time, the required x is produced by: Generate...
متن کاملAn Elegant Method for Generating Multivariate Poisson Random Variables
Generating multivariate Poisson data is essential in many applications. Current simulation methods suffer from limitations ranging from computational complexity to restrictions on the structure of the correlation matrix. We propose a computationally efficient and conceptually appealing method for generating multivariate Poisson data. The method is based on simulating multivariate Normal data an...
متن کاملGenerating Python Code From Object-Z Specifications
Object-Z is an object-oriented specification language which extends the Z language with classes, objects, inheritance and polymorphism that can be used to represent the specification of a complex system as collections of objects. There are a number of existing works that mapped Object-Z to C++ and Java programming languages. Since Python and Object-Z share many similarities, both are object-ori...
متن کاملA New Method for Generating Continuous Bivariate Distribution Families
Recently, it has been observed that a new method for generating continuous distributions, T - X family, can be quite effectively used to analyze the data in one dimension. The aim of this study is to generalize this method to two dimensional space so that the marginals would have T - X distributions. So, several examples and properties of this family have been presented. As ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Statistical Software
سال: 1998
ISSN: 1548-7660
DOI: 10.18637/jss.v003.i03