An efficient mixture method

  • Authors:

  • G. Samorodnitsky;I. Weissman;R. Y. Rubinstein

  • Affiliations:

  • Faculty of Industrial and Management Engineering, Technion-Israel Institute of Technology, Haifa, Israel;Faculty of Industrial and Management Engineering, Technion-Israel Institute of Technology, Haifa, Israel;Faculty of Industrial and Management Engineering, Technion-Israel Institute of Technology, Haifa, Israel

  • Venue:
  • Operations Research Letters
  • Year:
  • 1982

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Abstract

We present a new method for generating random variables from a mixture of two distributions and find conditions under which the new method is faster then the conventional one. Some extensions to the general mixture problem are presented as well. Simulation results indicate the efficiency of the proposed method.