Higher-Dimensional Properties of Non-Uniform Pseudo-Random Variates
نویسندگان
چکیده
In this paper we present the results of a rst empirical investigation on how the quality of non-uniform variates is innuenced by the underlying uniform RNG and the transformation method used. We use well known standard RNGs and transformation methods to the normal distribution as examples. We nd that except for transformed density rejection methods, which do not seem to introduce any additional defects, the quality of the underlying uniform RNG can be both increased and decreased by transformations to non-uniform distributions.
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