Abstract
Sampling of random variates from a nonuniform distribution is usually done by applying a transformation to uniform variates. Each realization of the nonuniform random variable might be obtained from a single uniform variate or from a sequence of uniforms. Some methods that use a sequence of uniforms require that the sequence be independent; other methods use a random walk sequence, a Markov chain.
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© 1998 Springer Science+Business Media New York
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Gentle, J.E. (1998). Transformations of Uniform Deviates: General Methods. In: Random Number Generation and Monte Carlo Methods. Statistics and Computing. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-2960-3_2
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DOI: https://doi.org/10.1007/978-1-4757-2960-3_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4757-2962-7
Online ISBN: 978-1-4757-2960-3
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