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Random number generation for the generalized normal distribution using the modified adaptive rejection method
http://hdl.handle.net/10228/2339
http://hdl.handle.net/10228/233900b767a1-b049-4ff6-8cc4-d2b93285f274
名前 / ファイル | ライセンス | アクション |
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1343-4500_8-6-p829.pdf (287.2 kB)
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Item type | 学術雑誌論文 = Journal Article(1) | |||||
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公開日 | 2009-04-06 | |||||
資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | journal article | |||||
タイトル | ||||||
タイトル | Random number generation for the generalized normal distribution using the modified adaptive rejection method | |||||
言語 | ||||||
言語 | eng | |||||
著者 |
廣瀬, 英雄
× 廣瀬, 英雄× Todoroki, Akihiro |
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抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | When we want to grasp the characteristics of the time series signals emitted massively from electric power apparatuses or electroencephalogram, and want to decide some diagnoses about the apparatuses or human brains, we may use some statistical distribution functions. In such cases, the generalized normal distribution is frequently used in pattern analysts. In assessing the correctness of the estimates of the shape of the distribution function accurately, we often use a Monte Carlo simulation study; thus, a fast and efficient random number generation method for the distribution function is needed. However, the method for generating the random numbers of the distribution seems not easy and not yet to have been developed. In this paper, we propose a random number generation method for the distribution function using the the rejection method. A newly developed modified adaptive rejection method works well in the case of log-convex density functions. | |||||
書誌情報 |
Information 巻 8, 号 6, p. 829-836, 発行日 2005-11-01 |
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出版社 | ||||||
出版者 | International Information Institute | |||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 1343-4500 | |||||
ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 1344-8994 | |||||
著作権関連情報 | ||||||
権利情報 | ©2005 International Information Institute | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | modified adaptive rejection method | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | exponential distribution | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | generalized normal distribution | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | envelop function | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | log-convex | |||||
キーワード | ||||||
主題Scheme | Other | |||||
主題 | log-concave | |||||
出版タイプ | ||||||
出版タイプ | VoR | |||||
出版タイプResource | http://purl.org/coar/version/c_970fb48d4fbd8a85 | |||||
査読の有無 | ||||||
値 | yes | |||||
研究者情報 | ||||||
https://hyokadb02.jimu.kyutech.ac.jp/html/228_ja.html | ||||||
連携ID | ||||||
563 | ||||||
業績ID | ||||||
D044594FA7108CD8492575900024E7BA | ||||||
著者別名 | ||||||
姓名 | Hirose, Hideo | |||||
言語 | en | |||||
姓名 | 廣瀬, 英雄 | |||||
言語 | ja | |||||
姓名 | ヒロセ, ヒデオ | |||||
言語 | ja-Kana | |||||
情報源 | ||||||
識別子タイプ | URI | |||||
関連識別子 | http://www.information-iii.org/ | |||||
関連名称 | http://www.information-iii.org/ |