舍选法几何解释及曲边梯形概率密度随机数生成算法  

The Geometric Sense of Acceptance Rejection Method and Generating Random Number with Uniform Distribution on the Trapezoid with Curve Side

作　　者：程维虎[1] 杨振海[1] 

机构地区：[1]北京工业大学应用数理学院,北京100022

出　　处：《数理统计与管理》2006年第4期494-504,共11页Journal of Applied Statistics and Management

基　　金：北京市自然科学基金资助(项目编号:1062002)

摘　　要：本文首先从几何概率角度看舍选法的直观意义,找出改进舍选法的途径;然后讨论梯形和曲边梯形概率密度随机数生成算法,给出若干简单概率密度随机数生成实例。In this section,it is given that the geometric sense of acceptance rejection method by geometric probabili- ty. And then, find out the improvement about acceptance rejection method. Discussed algorithm of generating random number with uniform distribution on the trapezoid or trapezoid with curve side. Several examples are given about the generating random number with simple density.

关 键 词：几何概率 随机数生成 舍选法 

分 类 号：O212[理学—概率论与数理统计]