Elsevier

Operations Research Letters

Volume 1, Issue 5, November 1982, Pages 198-200
Operations Research Letters

An efficient mixture method☆

https://doi.org/10.1016/0167-6377(82)90040-2Get rights and content

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.

References (1)

  • R.Y. Rubinstein

    Simulation and the Monte Carlo Methods

    (1981)

Cited by (0)

☆

This research was supported by Technion V.P.R. Fund-Andre Meyer Fund for Operations Research under the contract No. 190-561.

View full text
Copyright © 1982 Published by Elsevier B.V.