Generation of the maximum (minimum) value in digital computer simulation
From MaRDI portal
Publication:4174155
DOI10.1080/00949657808810256zbMath0392.65002MaRDI QIDQ4174155
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
62-04: Software, source code, etc. for problems pertaining to statistics
65C05: Monte Carlo methods
65K10: Numerical optimization and variational techniques
Related Items
Generating the maximum of independent identically distributed random variables, Modeling and Generating Stochastic Inputs for Simulation Studies
Cites Work
- Unnamed Item
- An approximate method for generating gamma and other variates
- A Comparison of Various Methods of Obtaining Random Order Statistics for Monte Carlo Computations
- An approximate method for generating asymmetric random variables
- Order statistics in simulation
- Pameters for a general system of distributions to match a grid of α3and α4