Sensitivity of sample values not generated by inversion (Q1071470)

The perturbation generation rule of \textit{R. Suri} [ibid. 40, 625-643 (1983; Zbl 0497.65003)] is extended to cases where random variables are not generated by inversion. Conditions are given for the use of other methods. Infinitesimal perturbation analysis is shown to be compatible with common random number techniques in cases where finite-difference approximations are not.