使用保形二次样条生成随机数

D. McAllister, J. Roulier, M. Evans
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引用次数: 5

摘要

设F为单变量的任意连续累积分布函数,由有限的点集表示。构造了一个(光滑)递增的二次样条,它插值数据点并保持数据的凸性[2]。对于几种常见分布F,将样条与Akima的分段三次近似[1]进行了比较。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Generation of random numbers using shape preserving quadratic splines
Let F be an arbitrary continuous cumulative distribution function of a single variable specified by a finite set of points. A (smooth) increasing quadratic spline is constructed which interpolates the data points and preserves the convexity of the data [2]. The spline is compared with Akima's piecewise cubic approximation [1] for several common distributions F.
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