Modelling the tail of a normal distribution

DOI10.1016/S0041-5553(83)80063-9zbMath0586.62029MaRDI QIDQ3711460

Anatoly A. Zhigljavsky

Publication date: 1983

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

zbMATH Keywords

algorithmMarkov chain stoppingmodelling the tail of a normal distributionterminating Markov chain

Mathematics Subject Classification ID

Probabilistic models, generic numerical methods in probability and statistics (65C20) Random number generation in numerical analysis (65C10) Statistical distribution theory (62E99)

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