Computer methods for efficient sampling from largely arbitrary statistical distributions

DOI10.1007/BF02243420zbMath0426.65003MaRDI QIDQ1136192

K. D. Kohrt, Joachim H. Ahrens

Publication date: 1981

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02243420

zbMATH Keywords

simulation; Monte Carlo methods; pseudo-random number generator; inversion method; arbitrary distributions

Mathematics Subject Classification ID

65C05: Monte Carlo methods

65C10: Random number generation in numerical analysis

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