Generation of Inverse Gaussian Variates with Given Sample Mean and Dispersion (Q3704796)
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scientific article; zbMATH DE number 3932273
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| English | Generation of Inverse Gaussian Variates with Given Sample Mean and Dispersion |
scientific article; zbMATH DE number 3932273 |
Statements
Generation of Inverse Gaussian Variates with Given Sample Mean and Dispersion (English)
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1984
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antithetic variates
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Monte Carlo simulation
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Weibull distribution
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extreme value distribution
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inverse Gaussian distribution
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Cochran-type decomposition
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variance reduction
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0.8291309475898743
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0.8051859736442566
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0.7695394158363342
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0.7686579823493958
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0.768580973148346
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