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Non-Uniform Random Variate Generation
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Non-Uniform Random Variate Generation
by Luc Devroye
Publisher: Springer 1986
ISBN/ASIN: 0387963057
ISBN-13: 9780387963051
Number of pages: 843
Description:
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.