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chap1
Simulating Random Variables
Subsections
Introduction
Continuous distributions
Algorithm 1.1
The inversion method
Rejection and composition
Algorithm 1.2
Algorithm 1.3
Composition
Discrete distributions
Algorithm 1.4
Binomial and geometric
Poisson
Algorithm 1.5
Algorithm 1.6
Multivariate distributions
Further reading
References
Exercises
2000-05-31