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Generating random variates from D-distributions via substitution sampling

Abstract

Laud et al. (1993) describe a method for random variate generation from D-distributions. In this paper an alternative method using substitution sampling is given. An algorithm for the random variate generation from SD-distributions is also given.

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Walker, S. Generating random variates from D-distributions via substitution sampling. Stat Comput 5, 311–315 (1995). https://doi.org/10.1007/BF00162504

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  • DOI: https://doi.org/10.1007/BF00162504

Keywords

  • D-distributions
  • SD-distributions
  • substitution sampling