Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions.
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Publication:1852884
DOI10.1016/S0167-9473(02)00072-5zbMath1103.65302MaRDI QIDQ1852884
Publication date: 21 January 2003
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
65C05: Monte Carlo methods
65C10: Random number generation in numerical analysis
62E99: Statistical distribution theory
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Uses Software
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