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Automatic Nonuniform Random Variate Generation by Wolfgang Hörmann, Gerhard Derflinger, Josef Leydold

Automatic Nonuniform Random Variate Generation

Statistics and Computing

Wolfgang Hörmann, Gerhard Derflinger, Josef Leydold

441 pages missing pub info (view editions)

nonfiction business computer science mathematics
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Description

Non-uniform random variate generation is an established research area in the intersection of mathematics, statistics and computer science. Although random variate generation with popular standard distributions have become part of every course on d...

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