Browsing All posts tagged under »monte carlo«

Sampling Gamma random variates through the ratio-of-uniforms method

October 9, 2011

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One year ago I had the chance to take a class on Monte Carlo simulation with prof. Ion Văduva, and my assignment for the class was to implement exactly what it says in the title of the blog post. I am going to walk you through the idea behind this. General formulation The ratio-of-uniforms is […]