Generation of Uniform Variates from Several Nearly Uniformly Distributed Variables
Titel:
Generation of Uniform Variates from Several Nearly Uniformly Distributed Variables
Auteur:
Deng, Lih-Yuan George, E. Olusegun
Verschenen in:
Communications in statistics
Paginering:
Jaargang 19 (1990) nr. 1 pagina's 145-154
Jaar:
1990
Inhoud:
A very useful result for generating random numbers is that the fractional part of a sum of independent U(0,1) random variables is also a U(0,l) random variable. In this paper we show that a more general result is true: the fractional part of a sum of n independent random variables, one of which is U(0,l), is also U(0,l). Moreover, we show that the fractional part of a sum of independent near-uniform variables is closer in distribution to a U(0,l) variate than each of the component near-uniform variables. These results are used to characterize the uniform distribution and to give some justification for an algorithm of Wichmann and Hill(1982). In addition, we show how the property of “closeness” carries over to the generation of any random variable.
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