Generation of the maximum (minimum) value in digital computer simulation

DOI10.1080/00949657808810256zbMATH Open0392.65002OpenAlexW1970839583MaRDI QIDQ4174155FDOQ4174155

Authors: Bruce W. Schmeiser 

Publication date: 1978

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657808810256

zbMATH Keywords

Digital Computer SimulationMinimum ValuesRandomly Generated Maximum Value

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10) Software, source code, etc. for problems pertaining to statistics (62-04)

Cites Work

• An approximate method for generating asymmetric random variables
• Pameters for a general system of distributions to match a grid of α₃and α₄
• Title not available (Why is that?)
• A Comparison of Various Methods of Obtaining Random Order Statistics for Monte Carlo Computations
• Order statistics in simulation
• An approximate method for generating gamma and other variates

Cited In (2)

• Generating the maximum of independent identically distributed random variables
• Modeling and Generating Stochastic Inputs for Simulation Studies

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