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An Introduction to Rare Event Simulation (Springer Series in Statistics) (2004. XI, 260 p. w. 50 figs. 24,5 cm)

Bucklew, James
256.34 SGD
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230.71

Product Description

Random Number Generation . . . . . . . . . . . . . . . . . . . . . 1 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.2 Nonuniform Generation . . . . 8 1.2.1 The Inversion Method . 8 1.2.2 The Acceptance---Rejection Method . 10 . 1.3 Discrete Distributions . 13 . 14 1.3.2 Acceptance---Rejection . 15 .

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