By Topic

Simulation of postive normal variables using several proposal distributions

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

3 Author(s)
Mazet, V. ; CRAN, Univ. Henri Poincare, Vandoeuvre-les-Nancy ; Brie, D. ; Idier, J.

In this paper, we propose a new methodology to generate random variables distributed according to a Gaussian with positive support. We narrow the study to the univariate case. The method consists in an accept-reject algorithm in which a previous step is added consisting in choosing among several proposal distributions the one which gives the highest average probability of acceptance for given parameters of the target distribution. This results in a very fast method since it generates low reject

Published in:

Statistical Signal Processing, 2005 IEEE/SP 13th Workshop on

Date of Conference:

17-20 July 2005