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Continuous Univariate Densities

In: Non-Uniform Random Variate Generation

Author

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  • Luc Devroye

    (McGill University, School of Computer Science)

Abstract

Chapters IX and X are included for the convenience of a large subpopulation of users, the statisticians. The main principles in random varlate generation were developed in the first eight chapters. Most particular distributions found here are members of special classes of densities for which universal methods are available. For example, a short algorithm for log-concave densities was developed in section VII.2. When speed is at a premium, then one of the table methods of the previous chapter could be used. This chapter is purely complementary. We are not in the least interested in a historical review of the different methods proposed over the years for the popular densities. Some interesting developments which give us new insight or illustrate certain general principles will be reported. The list of distributions corresponds roughly speaking to the list of distributions in the three volumes of Johnson and Kotz.

Suggested Citation

  • Luc Devroye, 1986. "Continuous Univariate Densities," Springer Books, in: Non-Uniform Random Variate Generation, chapter 0, pages 379-484, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4613-8643-8_9
    DOI: 10.1007/978-1-4613-8643-8_9
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