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Uniform Fractional Part: A Simple Fast Method for Generating Continuous Random Variates

MAHLOOJI H. نويسنده , ESHRAGH JAHROMI A. نويسنده , ABOUEE MEHRIZI H. نويسنده , IZADY N. نويسنده

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A known theorem in probability is adopted and through a probabilistic approach, it is generalized to develop a method for generating random deviates from the distributi~n of any ~ontinuous random variable. This method, which may be considered as an approximate version of the Inverse Transform algorithm, takes two random numbers to generate a random deviate, while maintaining all the other advantages of the Inverse Transform me:hod, such as the. possibili~y of generating ordered as well as correlated deviates and being applicable to all density functions, regardless of their parameter values

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