Independent Random Sampling Methods

• Main Authors: Martino, Luca (Author, http://id.loc.gov/vocabulary/relators/aut), Luengo, David (http://id.loc.gov/vocabulary/relators/aut), Míguez, Joaquín (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2018.
• Edition: 1st ed. 2018.
• Series: Statistics and Computing,
• Subjects: Statistics .; Computer science-Mathematics.; Economics, Mathematical .; Statistics and Computing/Statistics Programs.; Mathematics of Computing.; Quantitative Finance.; Statistical Theory and Methods.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

This book systematically addresses the design and analysis of efficient techniques for independent random sampling. Both general-purpose approaches, which can be used to generate samples from arbitrary probability distributions, and tailored techniques, designed to efficiently address common real-wo...

Table of Contents:

• Introduction
• Direct methods
• Accept-Reject methods
• Adaptive rejection sampling methods
• Ratio of Uniforms
• Independent sampling for multivariate densities
• Asymptotically independent samplers
• Summary and outlook
• A. Acronyms and abbrevations
• B. Notation
• C. Jones' RoU generalization
• D. Polar transformation.