Runuran is a wrapper to UNU.RAN (Universal Non-Uniform RANdom variate generators), a library for generating random variates for large classes of distributions. It also allows to compute quantiles (inverse cumulative distribution functions) of these distributions efficiently. In addition it can be used to compute (approximate) values of the density function or the distribution function. In order...

We use inequalities to design short universal algorithms that can be used to generate random variates from large classes of univariate continuous or discrete distributions (including all log-concave distributions). The expected time is uniformly bounded over all these distributions for a particular generator. The algorithms can be implemented in a few lines of high level language code.

W propose C-NORTA, an exact algorithm to generate random variates from the tail of a bivariate NORTA random vector. (A NORTA random vector is specified by a pair of marginals and a rank or product– moment correlation, and it is sampled using the popular NORmal-To-Anything procedure.) We first demonstrate that a rejection-based adaptation of NORTA on such constrained random vector generation pro...

The gapped local alignment score of two random sequences follows a Gumbel distribution. If computers could estimate the parameters of the Gumbel distribution within one second, the use of arbitrary alignment scoring schemes could increase the sensitivity of searching biological sequence databases over the web. Accordingly, this article gives a novel equation for the scale parameter of the relev...

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...

This paper proposes an envelope rejection method for computer sampling from the negative binomial distribution, with index parameter α and probability parameter p, based on a simple probability distribution inequality. Comparative timings with existing methods of generating NB variates show that the proposed method is comparable or faster when α is not too large (α < 11), and it is fastest for ...

The aim of this study is to examine the bivariate transmuted distributions in literature and propose alternative distribution. method based on mixing pairs order statistics a sample size two. Some proposed allow both negative positive Pearson correlations with admissible range between random variates. results gain importance terms eliminating or completing missing aspects existing literature.

Abstract Simulations have become an indispensable tool for accurate modelling of observables measured in galaxy surveys, but can be expensive if very large dynamic range scale is required. We describe how to combine Lagrangian perturbation theory models with N-body simulations reduce the effects finite computational volume prediction ensemble average properties within context control variates. ...

A multicomponent system of k components having strengths following k– independently and identically distributed random variables and each component experiencing a random stress Y is considered. The system is regarded as alive only if at least s out of k (s< k) strengths exceed the stress. The reliability of such a system is obtained when strength, stress variates are given by inverse Rayleigh d...

Wallace has proposed a new class of pseudo-random generators for normal variates. These generators do not require a stream of uniform pseudo-random numbers, except for initialisation. The inner loops are essentially matrix-vector multiplications and are very suitable for implementation on vector processors or vector/parallel processors such as the Fujitsu VPP300. In this report we outline Walla...