- statistics, a
random variate or
simply variate is a
particular outcome or
realization of a
random variable; the
random variates which are
other outcomes...
-
simple transformation-rejection
method relying on one
normal variate X and one
uniform variate U: Set d = a − 1 3 {\displaystyle d=a-{\frac {1}{3}}} and...
- In statistics, the
antithetic variates method is a
variance reduction technique used in
Monte Carlo methods.
Considering that the
error in the simulated...
- statistics, canonical-correlation
analysis (CCA), also
called canonical variates analysis, is a way of
inferring information from cross-covariance matrices...
-
simple method for
generating exponential variates is
based on
inverse transform sampling:
Given a
random variate U
drawn from the
uniform distribution on...
- The
control variates method is a
variance reduction technique used in
Monte Carlo methods. It
exploits information about the
errors in
estimates of known...
- _{2}-\theta _{12}} }],. The less
trivial task is to draw
integer random variate from the
Poisson distribution with
given λ . {\displaystyle \lambda .}...
-
transform sampling.
Given a
random variate U
drawn from the
uniform distribution on the unit
interval [0, 1], the
variate T
given by T = x m U 1 / α {\displaystyle...
-
higher dimensions. One
definition is that a
random vector is said to be k-
variate normally distributed if
every linear combination of its k
components has...
- In statistics,
Bayesian multivariate linear regression is a
Bayesian approach to
multivariate linear regression, i.e.
linear regression where the predicted...
