Carleton University
Technical Report TR-209
July 1992
On Generating Random Intervals and Hyperrectangles
Luc Devroye, Peter Epstein , Jörg-Rüdiger Sack
Abstract
We propose several methods for generating random intervals and hyperrectangles that cover each point of a given set with equal probability. We study the properties of such random intervals and conclude with some simulation examples.