Simulating theta random variates
โ Scribed by Luc Devroye
- Publisher
- Elsevier Science
- Year
- 1997
- Tongue
- English
- Weight
- 225 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
โฆ Synopsis
We develop an exact simple random variate generator for the theta distribution, which occurs as the limit distribution of the height of nearly all models of uniform random trees. Even though the density is only known as an infinite sum of functions, our algorithm does not require any summation.
๐ SIMILAR VOLUMES
function a b s t r a c t Various simulation methods for tempered stable random variates with stability index greater than one are investigated with a view towards practical implementation, in particular cases of very small scale parameter, which correspond to increments of a tempered stable Lรฉvy pro
In this paper, we discuss e cient exact random variate generation for the Bessel distribution. The expected time of the algorithm is uniformly bounded over all choices of the parameters, and the algorithm avoids any computation of Bessel functions or Bessel ratios.