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Sampling Techniques for Halphen Distributions

✍ Scribed by El Adlouni, Salaheddine; Bobée, Bernard


Book ID
115455427
Publisher
American Society of Civil Engineers
Year
2007
Tongue
English
Weight
271 KB
Volume
12
Category
Article
ISSN
1084-0699

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A New Technique for Sampling Multi-modal
✍ K.J. Abraham; L.M. Haines 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 50 KB

In this paper we demonstrate that multi-modal probability distribution functions (PDFs) may be efficiently sampled using an algorithm originally developed for numerical integration by Monte Carlo methods. This algorithm can be used to generate an input PDF which can be used as an independence sample