The modelling of truncated distributions

DOI10.1016/0041-5553(88)90223-6MaRDI QIDQ3821546zbMATH OpenOpenAlexFDO

Authors B. B. Pokhodzej

Publication date 1988

Published in USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0041-5553(88)90223-6

zbMATH Keywords

effective algorithmexponentially decreasing tailsimulationtruncated normal distribution

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Statistical distribution theory (62E99) Probabilistic methods, stochastic differential equations (65C99)

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(4)

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