THE ANALYSIS OF SOME ALGORITHMS FOR GENERATING RANDOM VARIATES WITH A GIVEN HAZARD RATE

被引:2
作者
DEVROYE, L
机构
关键词
D O I
10.1002/nav.3800330210
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
引用
收藏
页码:281 / 292
页数:12
相关论文
共 9 条
[1]   PROPERTIES OF PROBABILITY-DISTRIBUTIONS WITH MONOTONE HAZARD RATE [J].
BARLOW, RE ;
PROSCHAN, F ;
MARSHALL, AW .
ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (02) :375-&
[2]  
BARLOW RE, 1965, MATH THEORY RELIABIL
[3]  
Cinlar E, 2013, INTRO STOCHASTIC PRO
[4]   RANDOM VARIATE GENERATION FOR UNIMODAL AND MONOTONE DENSITIES [J].
DEVROYE, L .
COMPUTING, 1984, 32 (01) :43-68
[5]   ANALYTICAL HAZARD REPRESENTATIONS FOR USE IN RELIABILITY, MORTALITY, AND SIMULATION STUDIES [J].
GAVER, DP ;
ACAR, M .
COMMUNICATIONS IN STATISTICS PART B-SIMULATION AND COMPUTATION, 1979, 8 (02) :91-111
[6]  
KAMINSKY FC, 1977, SIMULATION, V28, P17
[7]   SIMULATION OF NONHOMOGENEOUS POISSON PROCESSES BY THINNING [J].
LEWIS, PAW ;
SHEDLER, GS .
NAVAL RESEARCH LOGISTICS, 1979, 26 (03) :403-413
[8]   SIMULATION OF NONHOMOGENEOUS POISSON PROCESSES WITH LOG LINEAR RATE FUNCTION [J].
LEWIS, PAW ;
SHEDLER, GS .
BIOMETRIKA, 1976, 63 (03) :501-505
[9]   SIMULATION OF NONHOMOGENEOUS POISSON PROCESSES WITH DEGREE-2 EXPONENTIAL POLYNOMIAL RATE FUNCTION [J].
LEWIS, PAW ;
SHEDLER, GS .
OPERATIONS RESEARCH, 1979, 27 (05) :1026-1040