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Generating random variates from D-distributions via substitution sampling

✍ Scribed by Stephen Walker

Publisher: Springer US
Year: 1995
Tongue: English
Weight: 309 KB
Volume: 5
Category: Article
ISSN: 0960-3174
DOI: 10.1007/bf00162504

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✦ Synopsis

Laud et al. (1993) describe a method for random variate generation from D-distributions. In this paper an alternative method using substitution sampling is given. An algorithm for the random variate generation from SD-distributions is also given.

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