NONUNIFORM RANDOM NUMBERS - A SENSITIVITY ANALYSIS FOR TRANSFORMATION-METHODS

被引：0
作者：
AFFLERBACH, L [1 ]
HORMANN, W [1 ]
机构：
[1] WIRTSCHAFTSUNIV WIEN, INST STAT, A-1090 VIENNA, AUSTRIA
来源：
LECTURE NOTES IN ECONOMICS AND MATHEMATICAL SYSTEMS | 1992年 / 374卷
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D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
There are many methods for the transformation of uniform random numbers into nonuniform random numbers. These methods are employed for pseudo-random numbers generated by computer programs. It is shown that the sensitivity to the pseudo-random numbers used can vary a lot between the transformation methods. A classification of the sensitivity of several transformation methods is given. Numerical examples are presented for various transformation methods.
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页码：135 / 144
页数：10
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