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Automatic Nonuniform Random Variate Generation (Statistics and Computing)

Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger




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 | #4395521 in Books |  Springer |  2004-01-12 | Original language:English | PDF # 1 |  6.14 x1.00 x9.21l,1.79 | File type: PDF | 441 pages

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|| ||From the reviews: | |"The book discusses random variate generation generally, with some emphasis on methods that use the concavity properties of transformations of a density to design rejection algorithms. … Overall, this is a good book that accurately

The recent concept of universal (also called automatic or black-box) random variate generation can only be found dispersed in the literature. Being unique in its overall organization, the book covers not only the mathematical and statistical theory but also deals with the implementation of such methods. All algorithms introduced in the book are designed for practical use in simulation and have been coded and made available by the authors. Examples of possible app...

You easily download any file type for your device.Automatic Nonuniform Random Variate Generation (Statistics and Computing)   |  Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger. Just read it with an open mind because none of us really know.

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