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EJOR
Paper

Generating random vectors uniformly distributed inside and on the surface of different regions

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Abstract

An acceptance-rejection algorithm for generating random vectors uniformly distributed over (inside or on the surface of) a complex region inserted in a minimal multidimensional rectangle is considered. For regions having simple forms (simplex, hypersphere, hyperellipsoid) several algorithms are presented as well. © 1982.

Date

01 Jan 1982

Publication

EJOR

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