Monte Carlo Generation of Order Statistics from General Distributions

DOI10.2307/2347997zbMATH Open0508.62020OpenAlexW2797225191MaRDI QIDQ4746646FDOQ4746646

Authors: Ioannis I. Gerontidis, Richard L. Smith 

Publication date: 1982

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347997

zbMATH Keywords

uniform distributionbeta distributionnormal distributionrejection samplingMonte Carlo generation of order statistics

Mathematics Subject Classification ID

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

Cited In (2)

• Uniform sampling on the standard simplex
• Modeling and Generating Stochastic Inputs for Simulation Studies

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