The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method

BaşlıkThe transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
Publication TypeJournal Article
Year of Publication1994
AuthorsHörmann, W., and G. Derflinger
JournalCommun. Stat., Simulation Comput.
Volume23
Pagination847-860
Anahtar kelimelernormal distribution, random variate generation, t-distribution, transformed rejection method