Accession Number:

ADA052570

Title:

Rejection Using Piece-Wise Linear Majorizing Functions in Random Variate Generation

Descriptive Note:

Technical rept.

Corporate Author:

SOUTHERN METHODIST UNIV DALLAS TX DEPT OF OPERATIONS RESEARCH AND ENGINEERING MANAGEMENT

Report Date:

1978-01-01

Pagination or Media Count:

16.0

Abstract:

In the context of random variate generation on digital computers, the use of piece-wise linear majorizing functions in conjunction with the general rejection algorithm is proposed. Based on previous results obtained in the generation of beta variates, the expected advantages and disadvantages of applying the concept to other distributions are discussed, as is the use of minorizing functions for fast acceptance of values. Areas of potential application are also discussed.

Subject Categories:

  • Numerical Mathematics

Distribution Statement:

APPROVED FOR PUBLIC RELEASE