An Elementary Rigorous Introduction to Exact Sampling

We introduce coupling from the past, a recently developed method for exact sampling from a given distribution. Focus is on rigour and thorough proofs. We stay on an elementary level which requires little or no prior knowledge from probability theory. This should fill an obvious gap between innumerable intuitive and incomplete reviews, and few precise derivations on an abstract level.

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Year of publication:	2003
Authors:	Friedrich, Felix ; Winkler, Gerhard ; Wittich, Olaf ; Liebscher, Volkmar
Publisher:	München : Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen
Subject:	Stichprobenverfahren \| Theorie

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Series:	Discussion Paper ; 329
Type of publication:	Book / Working Paper
Type of publication (narrower categories):	Working Paper
Language:	English
Other identifiers:	10.5282/ubm/epub.1708 [DOI] 47777573X [GVK] hdl:10419/23885 [Handle]
Source:	EconStor

Persistent link: https://www.econbiz.de/10010277238