A note on beta-methods for simulating binomal distributions

DOI10.1016/0041-5553(88)90066-3zbMath0698.65003OpenAlexW2026011545MaRDI QIDQ3476178

B. B. Pokhodzej

Publication date: 1988

Published in: USSR Computational Mathematics and Mathematical Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0041-5553(88)90066-3

zbMATH Keywords

simulationbinomial distributionBernoulli schemebeta-methods

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Probabilistic methods, stochastic differential equations (65C99)

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