Monte Carlo Generation of Order Statistics from General Distributions

DOI10.2307/2347997MaRDI QIDQ4746646zbMATH OpenOpenAlexFDO

Authors Ioannis I. Gerontidis, Richard L. Smith

Publication date 1982

Published in Applied Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2347997

zbMATH Keywords

beta distributionMonte Carlo generation of order statisticsnormal distributionrejection samplinguniform distribution

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Cited in

(2)

• Uniform sampling on the standard simplex
• Modeling and Generating Stochastic Inputs for Simulation Studies

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