Transcription of Chapter 3: Methods for Generating Random Variables
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Chapter 3: Methods for Generating Random Variables
Chapter 3: Methods for GeneratingRandom VariablesLecturer: Zhao JianhuaDepartment of StatisticsYunnan University of Finance and IntroductionRandom Generators of Common probability Distributions in The Inverse Transform Inverse Transform Method, continuous Inverse Transform Method, Discrete The Acceptance-Rejection MethodThe Acceptance-Rejection Transformation Sums and Multivariate Multivariate Normal Mixtures of Multivariate Wishart Uniform Dist. on thed-SphereIntroduction One of the fundamental tools required in computational statis-tics is the ability to simulate Random Variables ( ) from spec-ified probability (prob.) distributions (dist.). A suitable generator of uniform pseudo Random numbers is es-sential.
Random Generators of Common Probability Distributions in R 3.2 The Inverse Transform Method 3.2.1 Inverse Transform Method, Continuous Case 3.2.2 Inverse Transform Method, Discrete Case 3.3 The Acceptance-Rejection Method The Acceptance-Rejection Method 3.4 Transformation Methods 3.5 Sums and Mixtures 3.6 Multivariate Distributions
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