Computer Intensive Statistical Methods

نویسنده

  • Silvelyn Zwanzig
چکیده

2 Random Variable Generation 5 2.1 Basic Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 2.1.1 Congruential Generators . . . . . . . . . . . . . . . . . 6 2.1.2 The Kiss Generator . . . . . . . . . . . . . . . . . . . . 8 2.1.3 Beyond Uniform Distributions . . . . . . . . . . . . . . 10 2.2 Transformation methods . . . . . . . . . . . . . . . . . . . . . 11 2.3 Accept-Reject Methods . . . . . . . . . . . . . . . . . . . . . . 13 2.3.1 Envelope AcceptReject methods . . . . . . . . . . . . 16 2.4 Examination questions . . . . . . . . . . . . . . . . . . . . . . 16

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تاریخ انتشار 2008