The general mixture method for the computer generation of random variables from a source of (pseudo) uniform (0,1) random numbers is reviewed. It is shown that several of the general tools commonly ...
Richard A. Kronmal and Arthur V. Peterson, Jr. A variant of the common acceptance-rejection method for generating random variables guarantees that steps are not repeated. This approach affords ...
The Monte Carlo simulation estimates the probability of different outcomes in a process that cannot easily be predicted because of the potential for random variables.