Random Variate Generation for Monte Carlo Experiments
Copyright policy )Random Variate Generation for Monte Carlo Experiments
This survey paper describes very briefly the majority of methods for computing general (pseudo) random numbers from the uniformly distributed ones. These methods are: inverse of distribution functions, composition, acceptance/rejection, competing risks, thinning, special relations. The paper gives formulas and algorithms (in FORTRAN).
- University of Oklahoma United States
- Purdue University System United States
- Purdue University West Lafayette United States
inverse of distribution functions, thinning, pseudo random numbers, survey paper, FORTRAN algorithms, composition, Random number generation in numerical analysis, hazard function, acceptance/rejection, competing risks
inverse of distribution functions, thinning, pseudo random numbers, survey paper, FORTRAN algorithms, composition, Random number generation in numerical analysis, hazard function, acceptance/rejection, competing risks
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