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A Method of Sampling Certain Probability Densities Without Inversion of Their Distribution Functions

机译：一种在不反转其分布函数的情况下对某些概率密度进行抽样的方法

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摘要

A Monte Carlo device is described which bypasses the inversion x = P-1(r) involved in directly sampling the distribution P(x) of a stochastic variable x with given density p(x). The method is practical for all linear and a broad class of quadratic densities.

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C. J. Everett; E. D. Cashwell; G. D. Turner;
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年度 1973
页码 1-7
总页数 7
原文格式 PDF
正文语种 eng
中图分类工业技术;
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8. Method of Sampling Certain Probability Densities Without Inversion of Their Distribution Functions [R] . Everett, C. J., Cashwell, E. D., Turner, G. D. 1973

机译：在不转换其分布函数的情况下对某些概率密度进行抽样的方法

A Method of Sampling Certain Probability Densities Without Inversion of Their Distribution Functions

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