Continuous Random Variate Generation by Fast Numerical Inversion
The inversion method for generating non-uniform random variates has some advantages compared to other generation methods, since it monotonically transforms uniform random numbers into non-uniform random variates. Hence it is the method of choice in the simulation literature. However, except for some...
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| Format: | Others |
| Language: | en |
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Department of Statistics and Mathematics, Abt. f. Angewandte Statistik u. Datenverarbeitung, WU Vienna University of Economics and Business
2002
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| Online Access: | http://epub.wu.ac.at/664/1/document.pdf |