A Variant of the Acceptance-Rejection Method for Computer Generation of Random Variables
提出一种接受-拒绝方法的变体,保证生成步骤不重复,可灵活适配指定密度,并用柯西随机变量生成示例说明其用法。
Abstract A variant of the common acceptance-rejection method for generating random variables guarantees that steps are not repeated. This approach affords considerable flexibility in tailoring the method efficiently to the specified density. An algorithm for generating Cauchy random variables illustrates the use of this approach.