random variate generation help

Mackinn · December 2nd, 2004, 4:37 am

Hey,Could anyone help me with generating a geometric random variable with parameter p using an acceptance-rejection method? Thanks a lot!

mj · December 2nd, 2004, 8:09 pm

try glasserman's book

Mackinn · December 3rd, 2004, 2:56 am

thank you, mj!!!But i can not find that book in my school.....that book seems to be awesome, i might wanna get one sometime. so anyone knows about the approach to do that?thanks again!

zak · December 5th, 2004, 5:54 pm

Have you tried Von Neumann rejection technique??