Download pdf Random Variate Generation If the Density Is Not Known
Download pdf Random Variate Generation If the Density Is Not Known
Random Variate Generation If the Density Is Not Known.cMehper Cihangir Palavuzlar
---------------------------------------------------------------
Author: Mehper Cihangir Palavuzlar
Page Count: 168 pages
Published Date: 23 May 2010
Publisher: LAP Lambert Academic Publishing
Publication Country: Germany
Language: English
ISBN: 9783838362083
File Name: Random.Variate.Generation.If.the.Density.Is.Not.Known.pdf
Download Link: Random Variate Generation If the Density Is Not Known
---------------------------------------------------------------
A simulation that has any random aspects involves sampling, or generating random variates from probability distributions. There are situations in the practice of statistical research where continuous distributions are not characterized by their density or cumulative distribution function. Constructing such algorithms is a special problem of random variate generation. The objective of this work is to implement, test and improve these algorithms. It is investigated whether such algorithms in the literature can be used in practice, namely, in simulation. In the first part, the book provides a basic introduction to random variate generation. Then the testing methods for random variate generation algorithms used in this book are formulated. Afterwards, it is described how to generate random variates if only the Fourier coefficients of the desired distribution are known. It then deals with generating random variates from a distribution where just a few moments are known. The next part includes five different algorithms about generation of vectors where only correlation and marginal distribution are known. In the end, C codes of all algorithms in the book are given.
Read online Random Variate Generation If the Density Is Not Known Buy and read online Random Variate Generation If the Density Is Not Known Download and read Random Variate Generation If the Density Is Not Known for pc, mac, kindle, readers Download to iPad/iPhone/iOS, B&N nook Random Variate Generation If the Density Is Not Known ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent
Random Variate Generation If the Density Is Not Known.cMehper Cihangir Palavuzlar
Author: Mehper Cihangir Palavuzlar
Page Count: 168 pages
Published Date: 23 May 2010
Publisher: LAP Lambert Academic Publishing
Publication Country: Germany
Language: English
ISBN: 9783838362083
File Name: Random.Variate.Generation.If.the.Density.Is.Not.Known.pdf
Download Link: Random Variate Generation If the Density Is Not Known
---------------------------------------------------------------
A simulation that has any random aspects involves sampling, or generating random variates from probability distributions. There are situations in the practice of statistical research where continuous distributions are not characterized by their density or cumulative distribution function. Constructing such algorithms is a special problem of random variate generation. The objective of this work is to implement, test and improve these algorithms. It is investigated whether such algorithms in the literature can be used in practice, namely, in simulation. In the first part, the book provides a basic introduction to random variate generation. Then the testing methods for random variate generation algorithms used in this book are formulated. Afterwards, it is described how to generate random variates if only the Fourier coefficients of the desired distribution are known. It then deals with generating random variates from a distribution where just a few moments are known. The next part includes five different algorithms about generation of vectors where only correlation and marginal distribution are known. In the end, C codes of all algorithms in the book are given.
Read online Random Variate Generation If the Density Is Not Known Buy and read online Random Variate Generation If the Density Is Not Known Download and read Random Variate Generation If the Density Is Not Known for pc, mac, kindle, readers Download to iPad/iPhone/iOS, B&N nook Random Variate Generation If the Density Is Not Known ebook, pdf, djvu, epub, mobi, fb2, zip, rar, torrent