×

zbMATH — the first resource for mathematics

Random variate generation by numerical inversion when only the density is known. (English) Zbl 1386.65028

MSC:
65C20 Probabilistic models, generic numerical methods in probability and statistics
65D05 Numerical interpolation
65D30 Numerical integration
Software:
UNU.RAN
PDF BibTeX XML Cite
Full Text: DOI