Random Variate Generation
Random Variate Generation
Raj Jain Washington University in Saint Louis
Saint Louis, MO 63130 Jain@cse.wustl.edu
Audio/Video recordings of this lecture are available at:
Washington University in St. Louis
CSE567M
28-1
?2008 Raj Jain
Overview
1. Inverse transformation 2. Rejection 3. Composition 4. Convolution 5. Characterization
Washington University in St. Louis
CSE567M
28-2
?2008 Raj Jain
Random-Variate Generation
! General Techniques ! Only a few techniques may apply to a particular
distribution ! Look up the distribution in Chapter 29
Washington University in St. Louis
CSE567M
28-3
?2008 Raj Jain
Inverse Transformation
! Used when F-1 can be determined either analytically or empirically.
1.0
u CDF F(x)
0.5
0
Washington University in St. Louis
x
CSE567M
28-4
?2008 Raj Jain
Proof
Washington University in St. Louis
CSE567M
28-5
?2008 Raj Jain
................
................
In order to avoid copyright disputes, this page is only a partial summary.
To fulfill the demand for quickly locating and searching documents.
It is intelligent file search solution for home and business.
Related download
- simple random sampling
- apdrawinggan generating artistic portrait drawings from
- using π digits to generate random numbers a visual and
- random variate generation
- pose guided person image generation nips
- differentiable generator nets
- 101 drawing prompts for your sketchbook
- tips and techniques for using the random number generators
- cosc 480b reyan ahmed rahmed1 colgate
- 2 generator basics ieee