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Random Variable Generation

  • Christian P. Robert
  • George Casella
Part of the Springer Texts in Statistics book series (STS)

Abstract

The methods developed in this book mostly rely on the possibility of producing (with a computer) a supposedly endless flow of random variables (usually iid) for well-known distributions. Such a simulation is, in turn, based on the production of uniform random variables. We thus provide in this chapter some basic methodology for doing this. In particular, we present a uniform random number generator and illustrate methods for using these uniform random variables to produce random variables from both standard and nonstandard distributions.

Keywords

Mixture Representation Uniform Random Variable Congruential Generator Random Variable Generation Gamma Random Variable 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1999

Authors and Affiliations

  • Christian P. Robert
    • 1
    • 2
  • George Casella
    • 3
  1. 1.Laboratoire de StatistiqueCREST-INSEEParis Cedex 14France
  2. 2.Dept. de Mathematique UFR des SciencesUniversite de RouenMont Saint Aignan cedexFrance
  3. 3.Biometrics UnitCornell UniversityIthacaUSA

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