The ratio of uniforms is a method initially proposed by Kinderman and Monahan in 1977 for pseudo-random number sampling, that is, for drawing random samples from a statistical distribution. Like rejection sampling and inverse transform sampling, it is an exact simulation method.
The ratio of uniforms is a method initially proposed by Kinderman and Monahan in 1977 for pseudo-random number sampling, that is, for drawing random samples from a statistical distribution. Like rejection sampling and inverse transform sampling, it is an exact simulation method.
Source: Wikipedia "Ratio of uniforms" · CC BY-SA 4.0
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