Author/Authors :
MAHLOOJI, H. sharif university of technology - Department of Industrial Engineering, تهران, ايران , ESHRAGH JAHROMI, A. sharif university of technology - Department of Industrial Engineering, تهران, ايران , ABOUEE MEHRIZI, H. sharif university of technology - Department of Industrial Engineering, تهران, ايران , IZADY, N. sharif university of technology - Department of Industrial Engineering, تهران, ايران
Abstract :
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
