Abstract
The goal of this book is to demonstrate that random varlates with various distributions can be obtained by cleverly manipulating iid uniform [0,1] random varlates. As we will see in this chapter, normal, exponential, beta, gamma and t distributed random varlates can be obtained by manipulation of the order statistics or spaclngs defined by samples of iid uniform [0,1] random varlates. For example, the celebrated polar method or Box-Muller method for normal random varlates will be derived in this manner (Box and Muller, 1958).
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© 1986 Springer Science+Business Media New York
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Devroye, L. (1986). Uniform and Exponential Spacings. In: Non-Uniform Random Variate Generation. Springer, New York, NY. https://doi.org/10.1007/978-1-4613-8643-8_5
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DOI: https://doi.org/10.1007/978-1-4613-8643-8_5
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4613-8645-2
Online ISBN: 978-1-4613-8643-8
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