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Non-uniform random variate generation by the vertical strip method

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  • Pang, W. K.
  • Yang, Z. H.
  • Hou, S. H.
  • Leung, P. K.

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Suggested Citation

  • Pang, W. K. & Yang, Z. H. & Hou, S. H. & Leung, P. K., 2002. "Non-uniform random variate generation by the vertical strip method," European Journal of Operational Research, Elsevier, vol. 142(3), pages 595-609, November.
    • Handle: RePEc:eee:ejores:v:142:y:2002:i:3:p:595-609
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    References listed on IDEAS

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    1. R. C. H. Cheng & G. M. Feast, 1979. "Some Simple Gamma Variate Generators," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 28(3), pages 290-295, November.
    2. W. R. Gilks & P. Wild, 1992. "Adaptive Rejection Sampling for Gibbs Sampling," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 41(2), pages 337-348, June.
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