利用舍选抽样法生成随机数  

Generate Random Number by Using Acceptance Rejection Method

作　　者：王丙参[1] 魏艳华[1] 孙永辉[2] 

机构地区：[1]天水师范学院数学与统计学院,甘肃天水741001 [2]河海大学能源与电气学院,江苏南京210098

出　　处：《重庆师范大学学报（自然科学版）》2013年第6期86-91,共6页Journal of Chongqing Normal University:Natural Science

基　　金：国家自然科学基金(No.61104045);甘肃省自然科学基金计划(No.096RJZE106)

摘　　要：利用舍选法生成随机数的理论基础,借助几何概率描述了舍选法的直观意义,找出改进舍选法的途径,并给出优函数的选择标准,研究了优函数与接受概率的关系;特别讨论了压挤舍选抽样及自适应舍选抽样,并给出压挤函数及包络函数的选择标准,最后结合Matlab与Sas软件运用舍选法生成随机数,讨论了几种特殊密度函数随机数的生成算法,并举例给出了模拟程序。It discussed the theory of acceptance rejection method, described the geometric scene of acceptance and reject method by u- sing geometric probability, and then, found out the improvement about acceptance rejection method, given evaluation criteria of su- perior function, discussed the relationship between superior function and the probability of acceptance. It studied squeeze and adap- tive sampling method, given evaluation criteria of squeeze function and envelope function, used acceptance rejection method to gener-ate non-uniform random numbers by Matlab and Sas sofeware , discussed algorithm of generation random number of several special density function , given the program by an example.

关 键 词：随机数 舍选法 接受概率 压挤函数 包络函数 

分 类 号：O212[理学—概率论与数理统计]