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Abstract Details
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Activity Number:
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173
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Type:
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Contributed
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Date/Time:
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Monday, August 1, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #301143 |
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Title:
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A Dominated Rejection Algorithm for Generating Random Variates
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Author(s):
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Timothy Hall*+
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Companies:
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PQI Consulting
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Address:
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P. O. Box 425616, Cambridge, MA, 02142-0012,
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Keywords:
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generating random variates ;
uniform variate ;
embedded systems applications
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Abstract:
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This paper presents a practical modified version of the von Neumann Dominated Rejection Method for generating univariate random variates using a distibution density function, a uniform variate over a finite interval, and an independent uniform variate over the unit interval. Several example generated variates from the normal distribution family are included for demonstration purposes. The algorithm segments used to implement this version are presented as MMIX code for use in creating embedded systems applications.
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The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.
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