Sampling by the method of the ratio of uniforms

August 23, 2024 — August 23, 2024

Bayes

estimator distribution

Monte Carlo

probabilistic algorithms

probability

Placeholder. See Wikipedia Ratio of uniforms for now.

Figure 1

1 References

Kinderman, and Monahan. 1977. “Computer Generation of Random Variables Using the Ratio of Uniform Deviates.” ACM Trans. Math. Softw.

Martino, Luengo, and Míguez. 2013. “On the Generalized Ratio of Uniforms as a Combination of Transformed Rejection and Extended Inverse of Density Sampling.”

Wakefield, Gelfand, and Smith. 1991. “Efficient Generation of Random Variates via the Ratio-of-Uniforms Method.” Statistics and Computing.