Non-Uniform Random Number Generation from Arbitrary Bivariate Distribution in Polygonal Area

Year 2018, Volume: 22 Issue: 2, 443 - 457, 15.08.2018

Buğra Kaan Tiryaki , Orhan Kesemen

Abstract

Bivariate non-uniform random numbers are usually generated in a rectangular area. However, this is generally not useful in practice because the arbitrary area in real-life is not always a rectangular area. Therefore, the arbitrary area in real-life can be defined as a polygonal approach. Non-uniform random numbers are generated from an arbitrary bivariate distribution within a polygonal area by using the rejection and the inversion methods. Three examples are given for non-uniform random number generation from an arbitrary bivariate distribution function in polygonal areas. In these examples, the non-uniform random number generation is discussed in the triangular area, the Korea mainland and the Australia mainland. The non-uniform random numbers are generated in these areas from the arbitrary probability density function. The observed frequency values are calculated with using both methods in the simulation study and the generated random numbers are tested with the chi-square goodness of fit test to determine whether or not they come from the given distribution. Also, both methods are compared each other with a simulation study.

Keywords

Bivariate distribution function, Piecewise probability density function; Non-uniform random number generation; Rejection method; Inversion method

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