an:03844814
Zbl 0532.62011
Coladas Ur??a, Luis
Boundary of density functions. Application to the simulation of distribution tails
ES
Acta Cient. Compostelana 20, 105-112 (1983).
00149108
1983
j
65C05
boundary of density functions; simulation of distribution tails; acceptance-rejection algorithm
Summary: We obtain, under mild conditions, majorizing functions for the density, and we apply those to simulate distribution tails by the acceptance- rejection algorithm.