Random variate generation by numerical inversion when only the density is known (Q4635155): Difference between revisions

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Revision as of 17:41, 5 March 2024

scientific article; zbMATH DE number 6859943
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Random variate generation by numerical inversion when only the density is known
scientific article; zbMATH DE number 6859943

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    Random variate generation by numerical inversion when only the density is known (English)
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    16 April 2018
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    Gauss-Lobatto integration
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    Newton interpolation
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    nonuniform random variates
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    black-box algorithm
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    inversion method
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    universal method
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