عنوان

Automatic nonuniform random variate generation /

(Number (ISBN

3540406522

(Number (ISBN

9783540406525

Number

b751851

Title Proper

Automatic nonuniform random variate generation /

General Material Designation

[Book]

First Statement of Responsibility

Wolfgang Hörmann, Josef Leydold, Gerhard Derflinger.

Place of Publication, Distribution, etc.

New York :

Name of Publisher, Distributor, etc.

Springer,

Date of Publication, Distribution, etc.

[2004]

Date of Publication, Distribution, etc.

©2004

Specific Material Designation and Extent of Item

x, 441 pages :

Other Physical Details

illustrations ;

Dimensions

25 cm.

Series Title

Statistics and computing,

ISSN of Series

1431-8784

Text of Note

Includes bibliographical references (pages 415-428) and index.

Text of Note

pt. I. Preliminaries -- 1. Introduction -- 2. General Principles in Random Variate Generation -- 3. General Principles for Discrete Distributions -- pt. II. Continuous Univariate Distributions -- 4. Transformed Density Rejection (TDR) -- 5. Strip Methods -- 6. Methods Based on General Inequalities -- 7. Numerical Inversion -- 8. Comparison and General Considerations -- 9. Distributions Where the Density Is Not Known Explicitly -- pt. III. Discrete Univariate Distributions -- 10. Discrete Distributions -- pt. IV. Random Vectors -- 11. Multivariate Distributions -- pt. V. Implicit Modeling -- 12. Combination of Generation and Modeling -- 13. Time Series (Authors Michael Hauser and Wolfgang Hormann) -- 14. Markov Chain Monte Carlo Methods -- 15. Some Simulation Examples.

0

Text of Note

"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 applications of the presented algorithms (including option-pricing, VaR and Bayesian statistics) are presented at the end of the book."--Jacket.

Random variables.

Variables aléatoires.

Random variables.

Software.

Verdelingen (statistiek)

Willekeurige variabelen.

Zufallsgenerator

QA

Number

Edition

Class number

Book number

Class number

Class number

System Code

System Code

Hörmann, Wolfgang, (Mathematician)

Derflinger, Gerhard

Leydold, Josef

Date of Transaction

20201204113146.0

Cataloguing Rules (Descriptive Conventions))

rda

Electronic name

[Book]

Y