### Random variable generation (Pt 3 of 3)

Ratio-of-uniforms This post is based on chapter 1.4.3 of Advanced Markov Chain Monte Carlo. Previous posts on this book can be found via the AMCMC tag. The ratio-of-uniforms was initially developed by Kinderman and Monahan (1977) and can be used for generating random numbers from many standard distributions. Essentially we transform the ... [Read more...]