Generating random variates from D-distributions via substitution sampling |
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| Authors: | Stephen Walker |
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| Affiliation: | (1) Department of Mathematics, Imperial College, SW7 2BZ London, UK |
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| Abstract: | ![]()
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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| Keywords: | D-distributions SD-distributions substitution sampling |
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