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A general algorithm for simulation of random variables

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Literature Cited

  1. G. Marsaglis, “Expressing a random variable in terms of random variables,” Ann. Math. Stat.,32, 894–898 (1961).

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  2. S. M. Ermakov, Monte Carlo Method and Related Topics [in Russian], Nauka, Moscow (1971).

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  3. I. M. Sobol', Numerical Monte Carlo Methods [in Russian], Nauka, Moscow (1973).

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  4. G. A. Mikhailov, Some Topics in the Theory of Monte Carlo Methods [in Russian], Nauka, Novosibirsk (1974).

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Authors
  1. V. A. Kanevskii
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Additional information

Translated from Kibernetika, No. 2, pp. 98–101, March–April, 1981.

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Kanevskii, V.A. A general algorithm for simulation of random variables. Cybern Syst Anal 17, 265–269 (1981). https://doi.org/10.1007/BF01069645

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  • DOI: https://doi.org/10.1007/BF01069645

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