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Betascript Publishing

Please note that the content of this book mainly consists of articles that are available from Wikipedia or other free sources online. The rejection method (also known as the acceptance-rejection method) is a technique for generating random numbers according to a specified distribution and is attributed to John von Neumann. It can be used when applying the inversion method would be too complex due to the nature of the function being dealt with. Let F be the distribution function of the distribution for which random numbers are to be generated. Let G be an auxiliary distribution function from which random numbers can be generated easily, for example, using the inversion method. Furthermore, let f and g be the corresponding densities.

Actual product image Acceptance-Rejection-Verfahren (Susan F. Marseken, Lambert M. Surhone, Miriam T. Timpledon, 2010)

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