Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function

نویسندگان

  • William Kaczynski
  • Lawrence Leemis
  • Nicholas A. Loehr
  • J. McQueston
چکیده

Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function W. Kaczynski a , L. Leemis b , N. Loehr c & J. McQueston b a Department of Mathematical Sciences, United States Military Academy, West Point, New York, USA b Department of Mathematics, The College of William & Mary, Williamsburg, Virginia, USA c Department of Mathematics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia, USA

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Bivariate Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function

Bivariate Nonparametric Random Variate Generation Using a Piecewise-Linear Cumulative Distribution Function W. Kaczynski a , L. Leemis b , N. Loehr c & J. McQueston b a Department of Mathematical Sciences, United States Military Academy, West Point, New York, USA b Department of Mathematics, The College of William & Mary, Williamsburg, Virginia, USA c Department of Mathematics, Virginia Polytec...

متن کامل

Computational Applications in Stochastic Operations Research

Several computational applications in stochastic operations research are presented, where, for each application, a computational engine is used to achieve results that are otherwise overly tedious by hand calculations, or in some cases mathematically intractable. Algorithms and code are developed and implemented with specific emphasis placed on achieving exact results and substantiated via Mont...

متن کامل

Efficient matrix-exponential random variate generation using a numeric linear combination approach

Matrix Exponential (ME) probability distributions form a versatile family of distributions and enable an accurate description and simulation of a wide variety of situations where a positive distribution is required. In queueing theory they are used for arrival and service processes. Random Number Generators (RNG) for ME’s are not commonly available. In this work, we create a new ME RNG by scali...

متن کامل

Nonparametric Conditional Density Estimation Using Piecewise-Linear Solution Path of Kernel Quantile Regression

The goal of regression analysis is to describe the stochastic relationship between an input vector x and a scalar output y. This can be achieved by estimating the entire conditional density p(y / x). In this letter, we present a new approach for nonparametric conditional density estimation. We develop a piecewise-linear path-following method for kernel-based quantile regression. It enables us t...

متن کامل

Class library ranlip for multivariate nonuniform random variate generation

This paper describes generation of nonuniform random variates from Lipschitzcontinuous densities using acceptance/ rejection, and the class library ranlip which implements this method. It is assumed that the required distribution has Lipschitzcontinuous density, which is either given analytically or as a black box. The algorithm builds a piecewise constant upper approximation to the density (th...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:
  • Communications in Statistics - Simulation and Computation

دوره 41  شماره 

صفحات  -

تاریخ انتشار 2012