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中文摘要：
利用舍选法生成随机数的理论基础,借助几何概率描述了舍选法的直观意义,找出改进舍选法的途径,并给出优函数的选择标准,研究了优函数与接受概率的关系;特别讨论了压挤舍选抽样及自适应舍选抽样,并给出压挤函数及包络函数的选择标准,最后结合Matlab与Sas软件运用舍选法生成随机数,讨论了几种特殊密度函数随机数的生成算法,并举例给出了模拟程序。
英文摘要：
It discussed the theory of acceptance rejection method, described the geometric scene of acceptance and reject method by u- sing geometric probability, and then, found out the improvement about acceptance rejection method, given evaluation criteria of su- perior function, discussed the relationship between superior function and the probability of acceptance. It studied squeeze and adap- tive sampling method, given evaluation criteria of squeeze function and envelope function, used acceptance rejection method to gener-ate non-uniform random numbers by Matlab and Sas sofeware , discussed algorithm of generation random number of several special density function , given the program by an example.
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