×

Generating random numbers by using acceptance rejection method. (Chinese. English summary) Zbl 1313.65002

Summary: This paper discusses the theory of acceptance rejection method, describes the geometric scene of acceptance and reject method by using geometric probability, and then, finds out the improvement about acceptance rejection method, gives evaluation criteria of superior function, discusses the relationship between superior function and the probability of acceptance. It studies squeeze and adaptive sampling method, gives evaluation criteria of squeeze function and envelope function, uses acceptance rejection method to generate non-uniform random numbers by Matlab and Sas software, discusses algorithms of generation random number of several special density functions, gives the program by an example.

MSC:

65C10 Random number generation in numerical analysis

Software:

Matlab; SAS
PDFBibTeX XMLCite
Full Text: DOI