scientific article; zbMATH DE number 3934202

MaRDI QIDQ3706322zbMATH OpenFDO

Authors Sheldon M. Ross, Zvi Schechner

Publication date 1986

zbMATH Keywords

exponential random variablesnonhomogeneous Poisson processesrandom permutations with weightssimulation of order statistics from a normal populationvon-Neumann rejection approach

Mathematics Subject Classification ID

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

Recommendations

• The Neumann-Forsythe method for simulation of an exponential family of distributions
• Simulation in exponential families
• Efficient simulation of complete and censored samples from common bivariate exponential distributions
• An algorithm for the generation of random numbers with density C exp(- \(\lambda\) \(| x| ^{\nu})\)
• On simulation of some lifetime distributions

Cited in

(8)

• Bounding the variance in Monte Carlo experiments
• The Neumann-Forsythe method for simulation of an exponential family of distributions
• scientific article; zbMATH DE number 3901993 (Why is no real title available?)
• A method of modelling exponential distributions transport theory
• Generating Matrix Exponential Random Variates
• Simulation in exponential families
• On simulation of some lifetime distributions
• Simulating from a mixture of exponential distributions with some negatively weighted components

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3706322)