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An error in the Gaussian random variate generator by Kinderman and Ramage is described that results in the generation of random variates with an incorrect distribution. An additional statement that corrects the original algorithm is given.
Serie
Serie
Externí odkaz:
http://epub.wu.ac.at/218/1/document.pdf
Autor:
Tirler, Günter, Leydold, Josef
Random variate genration is an important tool in statistical computing. Many programms for simulation or statistical computing (e.g. R) provide a collection of random variate generators for many standard distributions. However, as statistical modelin
Externí odkaz:
http://epub.wu.ac.at/382/1/document.pdf
There exists a vast literature on nonuniform random variate generators. Most of these generators are especially designed for a particular distribution. However in pratice only a few of these are available to practioners. Moreover for problems as (e.g
Externí odkaz:
http://epub.wu.ac.at/364/1/document.pdf
Publikováno v:
In Computational Statistics and Data Analysis 2004 47(3):433-440
Autor:
Leydold, Josef1 josef.leydold@statistik.wu-wien.ac.at, Derflinger, Gerhard1, Tirler, Günter1, Hörmann, Wolfgang2 wolfgang.hoermann@statistik.wu-wien.ac.at
Publikováno v:
Mathematics & Computers in Simulation. Mar2003, Vol. 62 Issue 3-6, p405. 8p.