|
|
|
|
Fast Generation of Deviates for Order Statistics by an Exact Method
|
|
|
|
|
|
|
|
نویسنده
|
Mahlooji Hashem ,Abouee Mehrizi Hossein ,Farzan Azin
|
|
منبع
|
journal of industrial and systems engineering - 2009 - دوره : 2 - شماره : 4 - صفحه:288 -296
|
|
چکیده
|
We propose an exact method for generating random deviates from continuous order statistics.this versatile method that generates beta deviates as a middle step can be applied to any density function without resorting to numerical inversion. we also conduct an exhaustive investigation to document the merits of our method in generating deviates from any beta distribution.
|
|
کلیدواژه
|
Order Statistics ,Beta Variate ,Exact Method ,Rejection Method ,Equal Probability Partition
|
|
آدرس
|
sharif university of technology, ایران, University of Toronto, Canada, University of Washington, USA
|
|
پست الکترونیکی
|
mahlooji@sharif.edu
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Authors
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|