Efficient methods for generating some exponentially tilted random variates

Proceedings - Winter Simulation Conference

Volumn , Issue , 1992, Pages 603-608

  Nakayama, Marvin K ^a  

^a IBM T J WATSON RESEARCH CENTER   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

IMPORTANCE SAMPLING;

ACCEPTANCE-REJECTION ALGORITHMS; INPUT DISTRIBUTIONS; LARGE DEVIATIONS THEORY; NUMBER OF ITERATIONS; RANDOM VARIATES; SAMPLING DISTRIBUTION; WEIBULL;

WEIBULL DISTRIBUTION;

EID: 33748168318     PISSN: 08917736     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1145/167293.167644     Document Type: Conference Paper

References (9)

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