- statistics, a
random variate or
simply variate is a
particular outcome or
realization of a
random variable; the
random variates which are
other outcomes...
-
simple transformation-rejection
method relying on one
normal variate X and one
uniform variate U: Set d = a − 1 3 {\displaystyle d=a-{\frac {1}{3}}} and...
- statistics, canonical-correlation
analysis (CCA), also
called canonical variates analysis, is a way of
inferring information from cross-covariance matrices...
-
higher dimensions. One
definition is that a
random vector is said to be k-
variate normally distributed if
every linear combination of its k
components has...
- The
control variates method is a
variance reduction technique used in
Monte Carlo methods. It
exploits information about the
errors in
estimates of known...
-
simple method for
generating exponential variates is
based on
inverse transform sampling:
Given a
random variate U
drawn from the
uniform distribution on...
- In
probability theory, the
multinomial distribution is a
generalization of the
binomial distribution. For example, it
models the
probability of counts...
-
given above. A
Laplace ( 0 , b ) {\displaystyle {\textrm {Laplace}}(0,b)}
variate can also be
generated as the
difference of two i.i.d.
Exponential ( 1 /...
- _{2}-\theta _{12}} }],. The less
trivial task is to draw
integer random variate from the
Poisson distribution with
given λ . {\displaystyle \lambda .}...
- ( − ln ( p ) ) , {\displaystyle Q(p)=\mu -\beta \ln(-\ln(p)),} the
variate Q ( U ) {\displaystyle Q(U)} has a
Gumbel distribution with parameters...
