Jones, M. C.
|DOI (Digital Object Identifier) Link:||http://doi.org/10.1198/000313002588|
|Google Scholar:||Look up in Google Scholar|
It is well known that if X and Y are uniformly distributed over the region between the horizontal axis and a density function f, then X is distributed according to density f. The algorithm “generate Y from its marginal distribution, then X from its uniform conditional distribution given Y = y” follows. The main point made in this article is that for monotone and unimodal distributions, this construction reduces to Khintchine’s theorem, thereby yielding a simple explication thereof. This observation is followed up with further consideration of the general, nonunimodal, case for both univariate and multivariate distributions, and parallels are drawn with an alternative random variate generation method called vertical density representation.
|Item Type:||Journal Article|
|Copyright Holders:||2002 American Statistical Association|
|Keywords:||monotone density; uniform distribution; unimodal density; vertical density representation|
|Academic Unit/Department:||Mathematics, Computing and Technology > Mathematics and Statistics
Mathematics, Computing and Technology
|Depositing User:||Sarah Frain|
|Date Deposited:||11 Aug 2010 11:36|
|Last Modified:||15 Jan 2016 14:47|
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