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Non-Uniform Random Variate Generation

Non-Uniform Random Variate Generation
Author: Luc Devroye
Url: http://luc.devroye.org/rnbookindex.html
Format: Pdf
Year: 1986
Category: Probability and Statistics
Pages: 800
Clicks: 1293

This text Is about one small field on the crossroads of statistics, operations research and computer science. Statisticians need random number generators to test and compare estimators before using them in real life. In operations research, random numbers are a key component in large scale simulations. Computer scientists need randomness in program testing, game playing and comparisons of algorithms.

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