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Randomness / Mathematical analysis / Monte Carlo methods / Normal distribution / Inverse transform sampling / Random number generation / Quantile function / Random variate / Cumulative distribution function / Statistics / Probability and statistics / Non-uniform random numbers


Document Date: 2015-02-19 16:36:26

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Universal / /

Facility

Bo˘gazi¸ci University / UNU.RAN Library / /

IndustryTerm

numerical inversion algorithms / particular applications / sampling algorithms / built-in sampling algorithms / /

Organization

Bo˘gazi¸ci University / Istanbul / Universal Random Variate Generators Josef Leydold Wolfgang H¨ormann Halis Sak Department of Statistics and Mathematics / Austria Department for Industrial Engineering / /

Person

Planck Powerexponential / Lomax Normal (Gaussian) / Chi Chi-squared / /

ProgrammingLanguage

ANSI C / R / /

Technology

numerical inversion algorithms / ANSI C / built-in sampling algorithms / API / PDF / /

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