Estimation of the inverse function for random variate generation

DOI10.1145/358161.358170MaRDI QIDQ3036567zbMATH OpenOpenAlexFDO

Authors Stephen C. Hora

Publication date 1983

Published in Communications of the ACM (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/358161.358170

zbMATH Keywords

continuous cumulative probability functioninverse functionrandom variate generationregression method

Mathematics Subject Classification ID

Statistical distribution theory (62E99) Random number generation in numerical analysis (65C10)

Cited in

(2)

• Simulation input data modeling
• Formulation and solution strategies for nonparametric nonlinear stochastic programmes with an application in finance

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