2006/01/01 by Roman Karawatzki, Karawatzki, Roman · 1 citation
Computer Science · Mathematics · #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #Statistical Distribution Estimation and Applications
paper · pdf · doi:10.57938/41ab04d6-e29d-43ee-bf97-fd442f771688
openalex publication_date 2006/01/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01
The "Ahrens method" is a very simple method for sampling from univariate distributions. It is based on rejection from piecewise constant hat functions. It can be applied analogously to the multivariate case where hat functions are used that are constant on rectangular domains. In this paper we investigate the case of distributions with so called orthounimodal densities. Technical implementation details as well as their practical limitations are discussed. The application to more general distributions is considered. (author's abstract)