Department of Industrial Engineering,Sharif University of Technology
Abstract
A known theorem in probability is adopted and through a probabilistic approach, it is generalized
to develop a method for generating random deviates from the distribution of any continuous
random variable. This method, which may be considered as an approximate version of the
Inverse Transform algorithm, takes two random numbers to generate a random deviate, while
maintaining all the other advantages of the Inverse Transform method, such as the possibility of
generating ordered as well as correlated deviates and being applicable to all density functions,
regardless of their parameter values.
Mahlooji, H., & Eshragh Jahromi, A. (2008). Uniform Fractional Part: A Simple Fast Method for Generating Continuous Random Variates. (e2917). Scientia Iranica, 15(5), e2917
MLA
Mahlooji, H., & Eshragh Jahromi, A. "Uniform Fractional Part: A Simple Fast Method for Generating Continuous Random Variates" .e2917 , Scientia Iranica, 15, 5, 2008, e2917.
HARVARD
Mahlooji H., Eshragh Jahromi A. (2008). 'Uniform Fractional Part: A Simple Fast Method for Generating Continuous Random Variates', Scientia Iranica, 15(5), e2917.
CHICAGO
H. Mahlooji & A. Eshragh Jahromi, "Uniform Fractional Part: A Simple Fast Method for Generating Continuous Random Variates," Scientia Iranica, 15 5 (2008): e2917,
VANCOUVER
Mahlooji H., Eshragh Jahromi A. Uniform Fractional Part: A Simple Fast Method for Generating Continuous Random Variates. Scientia Iranica. 2008;15(5):e2917.
