M·C, IST: acceptance-rejection

Acceptance-rejection: triangular distribution

Applies acceptance-rejection (or inversion) to a symmetrical "triangular" distribution.

2024.Nov.25 05:24:23

method

Transform method. •

trials, .seed

× 10⁶

N. of ("accepted") trials from distribution (≤ 4 millions), seed. •

μ, a

Mean and (positive) half breadth [x ∈ (μ ± a)]. •

klasses

N. of classes (points) for graph. •

.L, U

Lower and upper limits for probability verification. •

Show values

Show the values of the graph coordinates.

Applies the acceptance-rejection method of Monte Carlo simulation to a (symmetrical) "triangular" distribution whose "hat function" is a cosine. A comparison is made with the known, theoretical results.

References:

Plate simrejtriangular

• L'Ecuyer, Pierre, 2004, pdf (=), at Univ. de Montréal, Montréal (Québec, Canada).

• Devroye, Luc, 2004, pdf (=), Computational Geometry Lab, Carlton Univ., Ottawa (Ontario, Canada).

• Random Number Bibliography, RandomNumber.org .

• 1898-02-03: Urysohn, Pavel S. (–1924, Brittany).

http://web.ist.utl.pt/~mcasquilho/compute/or/Fx-simrejtri.php
Created: 2008-02-03 — Last modified: 2021-05-22