Generating the maximum of independent identically distributed random variables

DOI10.1016/0898-1221(80)90039-5zbMath0439.65005OpenAlexW2069639863MaRDI QIDQ1142524

Luc P. Devroye

Publication date: 1980

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(80)90039-5

zbMATH Keywords

comparisonKolmogorov-Smirnov testinversion methodbrute force methodrecord time method

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Reliability and life testing (62N05)

Related Items (10)

Computer experiments for the analysis of extreme-value phenomena ⋮ On the computer generation of random convex hulls ⋮ Faster cut sparsification of weighted graphs ⋮ The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution ⋮ Exact sublinear binomial sampling ⋮ Scalable and exact sampling method for probabilistic generative graph models ⋮ Estimating the probability of meeting a deadline in schedules and plans ⋮ A SYSTEMIC MODEL OF BIOFEEDBACK LEARNING ⋮ Modeling and Generating Stochastic Inputs for Simulation Studies ⋮ Further Results on Order Statistics Generated by Two Simulation Methods

Uses Software

• AS 32
• AS 2
• AS 24
• AS 66
• AS 70

Cites Work

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