Random Variate Generation for Monte Carlo Experiments

DOI10.1109/TR.1985.5221941zbMath0573.65004OpenAlexW2011410502MaRDI QIDQ3690937

Lawrence M. Leemis, Bruce W. Schmeiser

Publication date: 1985

Published in: IEEE Transactions on Reliability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tr.1985.5221941

zbMATH Keywords

thinningsurvey papercompositionhazard functioncompeting riskspseudo random numbersacceptance/rejectionFORTRAN algorithmsinverse of distribution functions

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

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