Modeling and Generating Stochastic Inputs for Simulation Studies

DOI10.1080/01966324.1984.10737144MaRDI QIDQ3687677zbMATH OpenOpenAlexWikidataFDO

Authors Pandu R. Tadikamalla

Publication date 1984

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1984.10737144

zbMATH Keywords

order statisticsrandom variate generationstochastic inputsgeneral systems of distributionsunivariate continuous and discrete distributions

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99) Order statistics; empirical distribution functions (62G30)

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Cites work

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• An approximate method for generating asymmetric random variables
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• Generation of the maximum (minimum) value in digital computer simulation
• Monte Carlo Generation of Order Statistics from General Distributions
• New methods for generating Student's t and gamma variables
• On simulating non-normal distributions
• Order statistics in simulation
• Random sampling from the generalized gamma distribution
• Sampling from binomial and Poisson distributions: a method with bounded computation times
• Sampling from the Poisson distribution on a computer
• Some Simple Gamma Variate Generators
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Cited in

(4)

• Fitting Time-Series Input Processes for Simulation
• A Complete Guide to Gamma Variate Generation
• Acceptance-rejection methods for generating random variates from matrix exponential distributions and rational arrival processes
• Multivariate Input Uncertainty in Output Analysis for Stochastic Simulation

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