Non Uniform Random Variate Generation

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Non-Uniform Random Variate Generation
Language: en
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Authors: Luc Devroye
Categories: Mathematics
Type: BOOK - Published: 2013-11-22 - Publisher: Springer Science & Business Media

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Thls text ls about one small fteld on the crossroads of statlstlcs, operatlons research and computer sclence. Statistleians need random number generators to tes
Automatic Nonuniform Random Variate Generation
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Pages: 456
Authors: Wolfgang Hörmann
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Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random varia
Automatic Nonuniform Random Variate Generation
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Authors: Wolfgang Hörmann
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Type: BOOK - Published: 2013-06-29 - Publisher: Springer Science & Business Media

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The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Being unique in it
Non-uniform Random Variate Generation
Language: en
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Principles of Random Variate Generation
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An up-to-date account of the theory and practice of generating random variates from probability distributions is presented in this accessible text. After a brie