![]() Obtaining these numbers is the process called “generation of random numbers”. Monte Carlo methods require numbers that appear to be realizations of random variables. Part of the book series (SCO) Abstract Monte Carlo simulation is a core technology in computational statistics.The second part of the chapter describes techniques for multivariate distributions, focusing in particular on rejection methods, on the recursive conditional densities method, and on asymptotic methods based on Markov chains. In particular, we present some standard results regarding transformations between random variables and show specific examples for various classical distributions. Subsequently, we study the problem of univariate random generation. These methods can be traced back to the issue of generating uniform random numbers in the interval. Part of the book series (CCE) Abstract This chapter discusses various methods for the generation of random samples distributed according to given probability distributions, in both the univariate and multivariate cases. ![]()
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