Computer generation of random variates from the tail of t and normal distributions

DOI10.1080/03610918808812684zbMath0695.62036OpenAlexW2012664910MaRDI QIDQ3471350

J. S. Dagpunar

Publication date: 1988

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918808812684

zbMATH Keywords

normal distributionrandom variate generationdistribution tailst-distribution

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Numerical solutions to stochastic differential and integral equations (65C30)

Cites Work

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• New methods for generating Student's t and gamma variables
• Technical Note—Generation of Variates from Distribution Tails
• Computer Generation of Normal Random Variables
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Sampling of variates from a truncated gamma distribution
• A Convenient Method for Generating Normal Variables
• A fast procedure for generating normal random variables
• Computer methods for sampling from the exponential and normal distributions

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