Fast generation of order statistics

DOI10.1145/566392.566393MaRDI QIDQ4564821zbMATH OpenOpenAlexFDO

Authors Wolfgang Hörmann, Gerhard Derflinger

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://epub.wu.ac.at/1052/1/document.pdf

zbMATH Keywords

order statisticsrejection methodtransformed density rejectionautomatic algorithmsT-concave

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30)

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