Principles of Random Variate Generation

Download or read book Principles of Random Variate Generation written by John Dagpunar and published by Oxford University Press, USA. This book was released on 1988 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: An up-to-date account of the theory and practice of generating random variates from probability distributions is presented in this accessible text. After a brief introduction to simulation, the author discusses the general principles for generating and testing uniform and non-uniform variates. These techniques are applied to univariate and multivariate distributions, Markov processes, and order statistics. Dr. Dagpunar has included Fortran 77 programs for generating the more familiar distributions and a set of graphical aids for the manual generation of variates. Competing methods are also compared and their advantages and disadvantages discussed. In addition, algorithms throughout the book enable readers to generate variates from selected distributions, making this an invaluable guide for statisticians, operational researchers, computer scientists, and postgraduates engaged in computer simulation.