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*: <bofthl$5pq$1@smc.vnet.net>*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 Simon