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

DOI10.1080/00949657808810256MaRDI QIDQ4174155zbMATH OpenOpenAlexFDO

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

• scientific article; zbMATH DE number 3495530 (Why is no real title available?)
• A Comparison of Various Methods of Obtaining Random Order Statistics for Monte Carlo Computations
• An approximate method for generating asymmetric random variables
• An approximate method for generating gamma and other variates
• Order statistics in simulation
• Pameters for a general system of distributions to match a grid of α₃and α₄

Cited in

(2)

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

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