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Sampling from the von Mises distribution via a comparison of random numbers |
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| Authors: | J. S. Dagpunar |
| Affiliation: | a Dundee Institute of Technology, |
| Abstract: | An algorithm is described for generating von Mises variates using Forsythe's method. The performance is analysed with respect to speed, and compactness. Conclusions are drawn as to when it is preferred to Best and Fisher's envelope rejection method. |
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