Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/12066
DC FieldValueLanguage
dc.contributorDepartment of Applied Mathematics-
dc.creatorPang, WK-
dc.creatorYang, ZH-
dc.creatorHou, SH-
dc.creatorLeung, PK-
dc.date.accessioned2015-06-23T09:13:02Z-
dc.date.available2015-06-23T09:13:02Z-
dc.identifier.issn0377-2217-
dc.identifier.urihttp://hdl.handle.net/10397/12066-
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.subjectNon-uniform random variatesen_US
dc.subjectRejection-acceptance methoden_US
dc.subjectVertical strip methoden_US
dc.titleNon-uniform random variate generation by the vertical strip methoden_US
dc.typeJournal/Magazine Articleen_US
dc.identifier.spage595-
dc.identifier.epage609-
dc.identifier.volume142-
dc.identifier.issue3-
dc.identifier.doi10.1016/S0377-2217(01)00347-2-
dcterms.abstractIn this paper, a method called the vertical strip (VS) method is proposed for generating non-uniform random variates with a given density. It can be considered as an improvement of the grid method as the VS method avoids setting up a directory to store information on big rectangles. Unlike the horizontal strip method that is based on the Riemann integral, the VS method is based on the Lebesgue integral and can be applied to unbounded densities or densities with infinite support. Applications of the VS method for generating random variates, which follow the exponential distribution and normal density, are also given.-
dcterms.bibliographicCitationEuropean journal of operational research, 2002, v. 142, no. 3, p. 595-609-
dcterms.isPartOfEuropean journal of operational research-
dcterms.issued2002-
dc.identifier.scopus2-s2.0-0036833113-
dc.identifier.eissn1872-6860-
dc.identifier.rosgroupidr13752-
dc.description.ros2002-2003 > Academic research: refereed > Publication in refereed journal-
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