Title :
Generating Continuous Random Variates From a Hazard Rate Function
Author :
Dattero, Ronald ; Stein, William E.
Author_Institution :
Department of Business Analysis; Texas A&M University; College Station, Texas 77843 USA.
fDate :
4/1/1985 12:00:00 AM
Abstract :
Three methods are discussed to generate continuous non-negative random variates from a given hazard rate function: a) inverse Cdf, b) acceptance/rejection, and c) thinning.
Keywords :
Computational modeling; Distribution functions; Exponential distribution; Hazards; Piecewise linear techniques; Poisson equations; Random variables; Reliability engineering; Upper bound; Hazard rate function; Poisson process; Simulation; Thinning;
Journal_Title :
Reliability, IEEE Transactions on
DOI :
10.1109/TR.1985.5221939
