Computer generation of random variates from the tail of t and normal distributions
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Publication:3471350
DOI10.1080/03610918808812684zbMath0695.62036MaRDI QIDQ3471350
Publication date: 1988
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918808812684
65C10: Random number generation in numerical analysis
65C30: Numerical solutions to stochastic differential and integral equations
Cites Work
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- New methods for generating Student's t and gamma variables
- Technical Note—Generation of Variates from Distribution Tails
- Computer Generation of Normal Random Variables
- Computer Generation of Random Variables Using the Ratio of Uniform Deviates
- Sampling of variates from a truncated gamma distribution
- A Convenient Method for Generating Normal Variables
- A fast procedure for generating normal random variables
- Computer methods for sampling from the exponential and normal distributions