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Distribution fitting and random number and variate generation

Published: 01 December 1992 Publication History
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References

[1]
Bratley, P., Fox, B.L. and Schrage, L.E. 1983. A Guide to Simulation. New York: Springer--Verlag.
[2]
Cheng, R.C.H. 1977. The generation of gamma variables with non--integral shape parameter, Applied Statistics, 26, 71--75.
[3]
Devroye, L. 1986. Non--Uniform Random Varia~e Generation. New York: Springer--Verlag.
[4]
Fishman, G.S. 1976. Sampling from the g~,mma distribution on a computer. Communications of the A CM, 19, 407-409.
[5]
Fishman, G.S. 1978. Principles of Discrete Event Simulation, New York: Wiley.
[6]
Kronmal, R.A. and Peterson, A.V. Jr. 1979. On the alias method for generating random variables from a discrete distribution, American Statistician, 33, 214--218.
[7]
Law, A.M. and Kelton, W.D. 1991. Simulation Modeling and Analysis. Second Ed. New York: McGraw--Hill.
[8]
Lewis, P.A.W. and Orav, E.J. 1989. Simulation Methodology for ~ta~isticians, Opera,ions Analysts, and Engineers, Vol. 1, Pacific Grove California: Wadsworth and Brooks/Cole.
[9]
Marsaglla, G. and Bray, T.A. 1964. A convenient method for generating normal variables. SIAM Review, 6, 260--264.
[10]
Morgan, B.j.T. 1984. The Elements of Simulation. London: Chapman and Hall.
[11]
Ripley, B.D. 1987. Stochastic Simulation. New York, Wiley.
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Ripley, B.D. 1989. Thoughts on pseudorandom number generators. Journal of Computational and Applied Mathematics, 31, 153--163.
[13]
Stephens, M.A. 1986. EDF Statistics. Chapter 4 of Goodness--of--Fit Technique (Ed.R.B. d~Agogtlno and M.A. Stepheng): New York: Marcel Dekker.
[14]
Walker, A.J. 1977. An efficient method of generating discrete random variables with general distributions. ACM Transactionson Mathematical Software, 3, 253--256.

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cover image ACM Conferences
WSC '92: Proceedings of the 24th conference on Winter simulation
December 1992
1410 pages
ISBN:0780307984
DOI:10.1145/167293
Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than ACM must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected]

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Published: 01 December 1992

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WSC90: 1990 Winter Simulation Conference
December 13 - 16, 1992
Virginia, Arlington, USA

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  • (2004)Input modeling using quantile statistical methodsProceedings of the 36th conference on Winter simulation10.5555/1161734.1161867(728-736)Online publication date: 5-Dec-2004
  • (2004)Input Modeling Using Quantile Statistical MethodsProceedings of the 2004 Winter Simulation Conference, 2004.10.1109/WSC.2004.1371383(716-724)Online publication date: 2004
  • (1994)Selecting input modelsProceedings of the 26th conference on Winter simulation10.5555/193201.194010(184-191)Online publication date: 11-Dec-1994
  • (1994)Selecting input modelsProceedings of Winter Simulation Conference10.1109/WSC.1994.717117(184-191)Online publication date: 1994
  • (1993)Selecting input models and random variate generationProceedings of the 25th conference on Winter simulation10.1145/256563.256577(34-40)Online publication date: 1-Dec-1993

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