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Generation of Uniform Variates from Several Nearly Uniformly Distributed Variables

 

作者: LIH-YUAN DENG,   E. Olusegun George,  

 

期刊: Communications in Statistics - Simulation and Computation  (Taylor Available online 1990)
卷期: Volume 19, issue 1  

页码: 145-154

 

ISSN:0361-0918

 

年代: 1990

 

DOI:10.1080/03610919008812849

 

出版商: Marcel Dekker, Inc.

 

关键词: Uniform pseudo-random number generator;Robustness;Inverse c.d.f. method

 

数据来源: Taylor

 

摘要:

A very useful result for generating random numbers is that the fractional part of a sum of independent U(0,1) random variables is also a U(0,l) random variable. In this paper we show that a more general result is true: the fractional part of a sum of n independent random variables, one of which is U(0,l), is also U(0,l). Moreover, we show that the fractional part of a sum of independent near-uniform variables is closer in distribution to a U(0,l) variate than each of the component near-uniform variables. These results are used to characterize the uniform distribution and to give some justification for an algorithm of Wichmann and Hill(1982). In addition, we show how the property of “closeness” carries over to the generation of any random variable.

 

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