• DocumentCode
    1352414
  • 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.
  • Issue
    1
  • fYear
    1985
  • fDate
    4/1/1985 12:00:00 AM
  • Firstpage
    78
  • Lastpage
    80
  • 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;
  • fLanguage
    English
  • Journal_Title
    Reliability, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9529
  • Type

    jour

  • DOI
    10.1109/TR.1985.5221939
  • Filename
    5221939
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1352414