Monte Carlo Generation of Order Statistics from General Distributions

DOI10.2307/2347997zbMath0508.62020OpenAlexW2797225191MaRDI QIDQ4746646

Ioannis I. Gerontidis, Richard L. Smith

Publication date: 1982

Published in: Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2347997

zbMATH Keywords

normal distributionuniform distributionrejection samplingbeta distributionMonte Carlo generation of order statistics

Mathematics Subject Classification ID

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

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