The modelling of truncated distributions

DOI10.1016/0041-5553(88)90223-6zbMath0668.65125OpenAlexW2014487173MaRDI QIDQ3821546

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)90223-6

zbMATH Keywords

simulationtruncated normal distributioneffective algorithmexponentially decreasing tail

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

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