Derflinger, Gerhard; Hörmann, Wolfgang; Leydold, Josef Random variate generation by numerical inversion when only the density is known. (English) Zbl 1386.65028 ACM Trans. Model. Comput. Simul. 20, No. 4, Article No. 18, 25 p. (2010). Cited in 13 Documents MSC: 65C20 Probabilistic models, generic numerical methods in probability and statistics 65D05 Numerical interpolation 65D30 Numerical integration Keywords:Gauss-Lobatto integration; Newton interpolation; nonuniform random variates; black-box algorithm; inversion method; universal method Software:UNU.RAN PDF BibTeX XML Cite \textit{G. Derflinger} et al., ACM Trans. Model. Comput. Simul. 20, No. 4, Article No. 18, 25 p. (2010; Zbl 1386.65028) Full Text: DOI