IEEE - Institute of Electrical and Electronics Engineers, Inc. - Generating Continuous Random Variates From a Hazard Rate Function

Author(s): Ronald Dattero ; William E. Stein
Sponsor(s): IEEE Reliability Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 April 1985
Volume: R-34
Page(s): 78 - 80
ISSN (Paper): 0018-9529
ISSN (Online): 1558-1721
DOI: 10.1109/TR.1985.5221939
Regular:

Three methods are discussed to generate continuous non-negative random variates from a given hazard rate function: a) inverse Cdf, b) acceptance/rejection, and c) thinning.

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