Re: Warning Long Post: Help Speeding up algorithm
- To: mathgroup at smc.vnet.net
- Subject: [mg44409] Re: Warning Long Post: Help Speeding up algorithm
- From: simoncubed at hotmail.com (Simon Cubed)
- Date: Sat, 8 Nov 2003 04:50:52 -0500 (EST)
- References: <firstname.lastname@example.org>
- Sender: owner-wri-mathgroup at wolfram.com
Mark Coleman <mark at markscoleman.com> wrote...
> drawing random numbers and random vectors from nonstandard distributions.
> Acceptance-rejection algorithms repeatedly draw a random number from a
> standard distribution, ...
> Given that one (obviously) cannot tell in advance how many passes are
> required to generate a satisfactory random draw, it is not clear to me
> how to code this more efficiently in Mathematica, ideally without
> the explicit loop.
See section 2.6 of:
Rose/Smith, Mathematical Statistics with Mathematica -> pages 72-79.
At pp.77-79, they specifically discuss the rejection method in Mathematica,
and how to resolve the 'loop' problem you refer to (in 1 line). Recommended.
Have a good one
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