Random variable generation using concavity properties of transformed densities
| Author(s) : | U. Of Toronto T. Swartz M. Evans Simon Fraser U, |
| Publisher : | N/A |
| Publication Date : | 1998 |
| ISSN : | N/A |
| Abstract : | Algorithms are developed for constructing random variable generators for families of densities. The generators depend on the concavity structure of a transformation of the density The resulting algorithms are rejection algorithms and the methods of this paper are concerned with constructing good rejection algorithms for general densities. Keywords: random variate generator, T-concavity and T-convexity, points of inflection, adaptive rejection sampling. 1, |