Generation of the maximum (minimum) value in digital computer simulation

DOI10.1080/00949657808810256zbMath0392.65002OpenAlexW1970839583MaRDI QIDQ4174155

Bruce W. Schmeiser

Publication date: 1978

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657808810256

zbMATH Keywords

Digital Computer SimulationMinimum ValuesRandomly Generated Maximum Value

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Monte Carlo methods (65C05) Numerical optimization and variational techniques (65K10)

Related Items (2)

Generating the maximum of independent identically distributed random variables ⋮ Modeling and Generating Stochastic Inputs for Simulation Studies

Cites Work

• An approximate method for generating gamma and other variates
• A Comparison of Various Methods of Obtaining Random Order Statistics for Monte Carlo Computations
• An approximate method for generating asymmetric random variables
• Order statistics in simulation
• Pameters for a general system of distributions to match a grid of α₃and α₄
• Unnamed Item

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