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zbMath0583.62017MaRDI QIDQ3706322

Sheldon M. Ross, Zvi Schechner

Publication date: 1986

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

nonhomogeneous Poisson processes exponential random variables random permutations with weights simulation of order statistics from a normal population von-Neumann rejection approach

Mathematics Subject Classification ID

Order statistics; empirical distribution functions (62G30) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (1)

Bounding the variance in Monte Carlo experiments

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