-
derive random variates corresponding to any
given probability distribution from
computer procedures designed to
create random variates corresponding to...
- an
exponential r.v. with rate λ/c; the same
thing is
valid with
Gamma variates (and this can be
checked using the moment-generating function, see, e.g...
-
accurate result. The
antithetic variates method reduces the
variance of the
simulation results. The
antithetic variates technique consists, for
every sample...
- the
control variates technique. (The
exact result is I = ln 2 ≈ 0.69314718 {\displaystyle I=\ln 2\approx 0.69314718} .)
Antithetic variates Importance...
- statistics, canonical-correlation
analysis (CCA), also
called canonical variates analysis, is a way of
inferring information from cross-covariance matrices...
-
Tikhonov Variates". IEEE
Transactions on Communications. 56 (7): 1157–1168. doi:10.1109/TCOMM.2008.060510. [On the
Generation of
Tikhonov Random Variates]. YouTube...
- then used to mani****te a
single random variate, X, or
often several such
variates, into a new
random variate Y such that
these values have the required...
-
exponential variates as follows: T = − ln ( U ) λ . {\displaystyle T={\frac {-\ln(U)}{\lambda }}.}
Other methods for
generating exponential variates are discussed...
- of the N x
variates and the xi are the n
members of the sample. Then the
ratio of the sum of the y
variates and the sum of the x
variates chosen in this...
- , zN)T be a
vector whose components are N
independent standard normal variates (which can be generated, for example, by
using the Box–Muller transform)...
