Random Variate Generation


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Table of Contents

Random Variate Generation

Overview

Random-Variate Generation

Inverse Transformation

Proof

Applications of the Inverse-Transformation Technique

Rejection

Composition

Convolution

Convolution: Examples

Characterization

Summary

Exercise 28.1

Author: Raj Jain

Home Page: http://www.cse.wustl.edu/~jain/

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