The Neumann-Forsythe method for simulation of an exponential family of distributions

zbMath0786.65135MaRDI QIDQ1310771

B. B. Pokhodzej

Publication date: 10 January 1994

Published in: Vestnik St. Petersburg University. Mathematics (Search for Journal in Brave)

zbMATH Keywords

algorithmssimulationexponential family of distributionsexponential, normal and gamma distributionsNeumann-Forsythe method

Mathematics Subject Classification ID

General theory of numerical methods in complex analysis (potential theory, etc.) (65E05) Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

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