Random Variable Generation
In this chapter, we present practical techniques that can produce random variables from both standard and nonstandard distributions by using a computer program. Given the availability of a uniform generator in R, as explained in Section 2.1.1, we do not deal with the specific production of uniform random variables. The most basic techniques relate the distribution to be simulated to a uniform variate by a transform or a particular probabilistic property, as in Section 2.2, while the most generic one is a simulation version of the trial-and-error method, described in Section 2.3 under the name of the Accept–Reject method.
KeywordsNormal Random Variable Standard Distribution Exponential Random Variable Uniform Random Variable Uniform Generator
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