Generating Nonnegatively Correlated Binary Random Variates
نویسندگان
چکیده
منابع مشابه
Generating generalized inverse Gaussian random variates
The generalized inverse Gaussian distribution has become quite popular in financial engineering. The most popular random variate generator is due to Dagpunar (1989). It is an acceptance-rejection algorithm method based on the Ratio-of-uniforms method. However, it is not uniformly fast as it has a prohibitive large rejection constant when the distribution is close to the gamma distribution. Rece...
متن کاملGenerating Antithetic Random Variates in Simulation of a Replacement Process by Rejection Method
When the times between renewals in a renewal process are not exponentially distributed, simulation can become a viable method of analysis. The renewal function is estimated through simulation for a renewal process simulation for a renewal process with gamma distributed renewal times and the shape parameter a > 1. Gamma random deviates will be generated by means of the so called Acceptance Rejec...
متن کاملGenerating random variates for stable sub-Gaussian processes with memory
We present a computationally efficient method to generate random variables from a univariate conditional probability density function (PDF) derived from a multivariate α-sub-Gaussian (αSG) distribution. The approach may be used to sequentially generate variates for sliding-window models that constrain immediately adjacent samples to be αSG random vectors. We initially derive and establish vario...
متن کاملGenerating Binary Trees at Random
Atkinson, M.D. and J.-R. Sack, Generating binary trees at random, Information Processing Letters 41 (1992) 21-23. We give a new constructive proof of the Chung-Feller theorem. Our proof provides a new and simple linear-time algorithm for generating random binary trees on n nodes; the algorithm uses integers no larger than 212.
متن کاملSimulating theta random variates
We develop an exact simple random variate generator for the theta distribution, which occurs as the limit distribution of the height of nearly all models of uniform random trees. Even though the density is only known as an infinite sum of functions, our algorithm does not require any summation. The properties of the theta distribution with distribution function F(x)= ~ (1-2j2x2)e-J2x2 j~-(x3 oo...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Stata Journal: Promoting communications on statistics and Stata
سال: 2015
ISSN: 1536-867X,1536-8734
DOI: 10.1177/1536867x1501500118