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stat.CO2018★ 1 cited

Generalized Ziggurat Algorithm for Unimodal and Unbounded Probability Density Functions with Zest

Morteza Jalalvand, Mohammad A. Charsooghi

We present a modified Ziggurat algorithm that could generate a random number from all unimodal and unbounded PDFs. For PDFs that have unbounded density and/or unbounded support we…