Generating the maximum of independent identically distributed random variables

DOI10.1016/0898-1221(80)90039-5zbMath0439.65005MaRDI QIDQ1142524

Luc P. Devroye

Publication date: 1980

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(80)90039-5

zbMATH Keywords

comparison; Kolmogorov-Smirnov test; inversion method; brute force method; record time method

Mathematics Subject Classification ID

65C10: Random number generation in numerical analysis

62N05: Reliability and life testing

Related Items

Exact sublinear binomial sampling, Computer experiments for the analysis of extreme-value phenomena, On the computer generation of random convex hulls, Scalable and exact sampling method for probabilistic generative graph models, Estimating the probability of meeting a deadline in schedules and plans, Further Results on Order Statistics Generated by Two Simulation Methods, The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution, A SYSTEMIC MODEL OF BIOFEEDBACK LEARNING, Modeling and Generating Stochastic Inputs for Simulation Studies

Uses Software

• AS 32
• AS 2
• AS 24
• AS 66
• AS 70

Cites Work

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