6 chapter8 Random Variate

Z1 2 ln r1 2 cos2 r2 z 2 2 ln r1 2 sin 2 r2

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Unformatted text preview: t Transformation [Special Properties] Approach for normal(µ, 2): Generate Zi ~ N(0,1) Xi = µ + Zi Approach for lognormal(µ, 2): Generate X ~ N((µ, 2) Yi = eXi 16 Summary Principles of random-variate generate via Inverse-transform technique Acceptance-rejection technique Special properties Important for generating continuous and discrete distributions 17...
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This document was uploaded on 02/16/2014.

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