Random variate generation by numerical inversion when only the density is known (Q4635155)
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scientific article; zbMATH DE number 6859943
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Random variate generation by numerical inversion when only the density is known |
scientific article; zbMATH DE number 6859943 |
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Random variate generation by numerical inversion when only the density is known (English)
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16 April 2018
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Gauss-Lobatto integration
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Newton interpolation
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nonuniform random variates
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black-box algorithm
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inversion method
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universal method
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