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Devroye L. — Generation of non-uniform random variates
Devroye L. — Generation of  non-uniform random variates



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Название: Generation of non-uniform random variates

Автор: Devroye L.

Язык: en

Рубрика: Математика/Численные методы/

Статус предметного указателя: Готов указатель с номерами страниц

ed2k: ed2k stats

Год издания: 1986

Количество страниц: 879

Добавлена в каталог: 26.02.2005

Операции: Положить на полку | Скопировать ссылку для форума | Скопировать ID
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Предметный указатель
Mitchell, R.L.      367
Mitra, S.S.      457
Mitrinovic, D.S.      681
Mixture method for kernel estimate      765
Mixture method for simulating sum      731
Mixtures of distributions      16
Mixtures of triangles      179
Mixtures with negative coefficients      74
MODE      5
Modified Bessel function of the first kind      473
Modified Bessel function of the third kind      478 483 484
Modified composition method      69
moment      5
Moment generating function      322 486
Moment matching in density estimates      764
Moment mismatch      764
Moment problem      682
Monahan, J.F.      127 132 194 195 201 203 406 446 454
Monahan’s algorithm      127
Monahan’s algorithm for exponential distribution      132
Monahan’s theorem      127
Monotone correlation      574
Monotone densities almost-exact inversion method for      134
Monotone densities generator for      174
Monotone densities inequalities for      311 313 321 330 331
Monotone densities inverse-of-f method for      178
Monotone densities inversion method for      39
Monotone densities inversion-rejection method for      336 341
Monotone densities order statistics of      224
Monotone densities splitting algorithm for      335
Monotone densities strip method for      362
Monotone densities universal rejection method for      312 316 317
Monotone dependence      575
Monotone discrete distributions      114
Monotone discrete distributions rejection method for      115
Monotone distributions inequalities for      173
Monotone distributions properties of      173
Monotone transformations      220
Monte Carlo integration      766
Monte Carlo simulation      580
Moonan, W.J.      565
Moran, P.A.P.      518 583 585 586
Moran’s bivariate exponential distribution      585
Morgan, B.J.T.      4
Morgenstern, D.      578
Morgenstern’s family      578 590
Morgenstern’s family conditional distribution method for      580
Moses, L.E.      648
Mudholkar, G.S.      472
Muller, M.E.      206 235 379 380 617 620 624
Multinomial distribution      558
Multinomial distribution ball-in-urn method for      558
Multinomial distribution conditional distribution method for      558 559 731
Multinomial distribution relation to binomial distribution      558
Multinomial distribution relation to Poisson distribution      518 563
Multinomial method for Poisson distribution      563
Multinormal distribution      566
Multinormal distribution conditional distribution method for      556
Multiple pointer method in discrete event simulation      743 746
Multiple table look-up      104
Multiplicative method for Poisson distribution      504
Multivariate Burr distribution      558 600
Multivariate Burr distribution relation to Cook — Johnson distribution      602
Multivariate Cauchy distribution      238 555
Multivariate Cauchy distribution conditional distribution method for      555
Multivariate Cauchy dsistribution      589
Multivariate density      6
Multivariate discrete distributions      559
Multivariate discrete distributions inversion method for      560
Multivariate inversion method analysis of      560 561
Multivariate Khinchine mixtures      603
Multivariate logistic distribution      600
Multivariate logistic distribution relation to Cook-Johnson distribution      602
Multivariate normal distribution      603 604
Multivariate normal distribution relation to Cook-Johnson distribution      602
Multivariate Pareto distribution      589 600 604
Multivariate Pareto distribution relation to Cook — Johnson distribution      602 604
Multivariate Pearson II distribution      237
Multivariate Pearson II distribution relation to beta distribution      237
Multivariate Pearson VII distribution      238
Multivariate Pearson VII distribution relation to beta distribution      238
Multivariate transformations of random variables      14
Murty, V.N.      26
Mykytka, E.F.      483
Naderisamani, A.      523 544
Nagao — Kadoya distribution      583 590
Nagao, M.      583 590
Naive method for sum of independent random variables      717
Nance, R.E.      4
Narula, S.C.      136
Narumi’s inequality      321 329
Nataf, A.      576
NBUE distribution      742
Nearly flat densities aceptance-complement method for      79
Nearly flat densities rejection method for      80
Negative binomial distribution      284 488 543
Negative binomial distribution as an IHR distribution      284
Negative binomial distribution definition      84
Negative binomial distribution discrete thinning method for      284
Negative binomial distribution generators for      543
Negative binomial distribution properties of      488
Negative mixture algorithm of Bignami and de Matteis      74
Negative stable distribution      455
Neuts, M.F.      758
Nevalainen, O.      617
Newby, M.J.      220
Newman, T.G.      4 416
Newton — Cotes integration formulas      701
Newton — Raphson iterations      341
Newton — Raphson method      33
Newton — Raphson method convergence of      36 37
Neyman, J.      24
Nievergelt, J.      104
Nijenhuis, A.      617 618 642 645 661
Non-lattice distributions      496
Nonhomogeneous Poisson process properties of      254
Normal distribution      379
Normal distribution almost-exact inversion method for      135 380
Normal distribution approximation by sum of uniform random variables      25 144
Normal distribution as a stable distribution      183 455
Normal distribution as an NBUE distribution      742
Normal distribution Box — Muller method for      235
Normal distribution closure under addition      19
Normal distribution composition method for      67
Normal distribution composition-rejection method for      380 382
Normal distribution conditional distribution method for      556
Normal distribution convergence to      22
Normal distribution definition      7
Normal distribution Forsythe’s method for      380
Normal distribution inequalities for      169 384 385 386
Normal distribution inverse-of-f method for      178
Normal distribution inversion method for      36 380
Normal distribution Johnson — Ramberg method for      244
Normal distribution Kinderman — Ramage generator for      391
Normal distribution log-concavity of      287
Normal distribution Marsaglia — Bray generator for      390 392
Normal distribution moments of      693
Normal distribution polar method for      235 242 380
Normal distribution Polya’s approximation for      135
Normal distribution properties      13 23 26
Normal distribution radial symmetry of      228
Normal distribution ratio-of-uniforms method for      199 380
Normal distribution rectangle-wedge-tail method for      380
Normal distribution rejection from Cauchy density      45
Normal distribution rejection from Laplace density      44
Normal distribution rejection method for      56 62 380 391
Normal distribution relation to Cauchy distribution      240
Normal distribution relation to exponential distribution      240
Normal distribution relation to Rayleigh distribution      240 381
Normal distribution relation to t distribution      15
Normal distribution sample maximum of      678
Normal distribution series method for      169 380
Normal distribution table method for      380
Normal distribution tail of the      380
Normal distribution transformations of      136
Normal distribution trapezoidal method for      383 391
Normal random vector method for uniform distribution on hypersphere      230
Normal scale mixtures      325 687
Normal scale mixtures inequalities for      327
Normalizing transformations      136
Norman, J.E.      106
Norton, R.M.      482
Numerical integration      700
Numerical inversion algorithms      31
Numerical inversion algorithms convergence of      35
NWUE distribution      742
Oakford, R.V.      648
Oberhettinger, F.      470 756
Odeh, R.E.      36
Odell, P.L.      4 416
Ojo, M.O.      480
Olds, E.G.      733
Olkin, I.      563 576 583 585 605 606 774
Olusegun George, E.      472 480
Open hashing      613
Operations on random variables      11
Optimal binary search tree      91
Optimal DDG tree algorithm analysis of      778 780
Optimal rejection method for log-concave densities      293 294
Ord, J.K.      84 469 497 735
Order statistics      207
Order statistics definition      17
Order statistics exponential      211
Order statistics from an arbitrary distribution      220
Order statistics inversion method for      30
Order statistics method for Bartlett’s kernel      766
Order statistics method for Poisson processes      258
Order statistics of a mixture      224
Order statistics of a monotone densities      224
Order statistics of the Weibull distribution      220
Ordered poly tope      571
Ordinal measures of association      574
Ostrowski, A.M.      34
Overflow bucket in discrete event simulation      746
Overflow list in discrete event simulation      746
Oversampling      635 636
Oversampling analysis of      637
Overstreet, C.      4
Owen, D.B.      322
Padgett, W.J.      149
Pagano, M.E.      758
Papageorgiou, H.      593
Parametric form of a density      13
Pareto distribution as a DHR distribution      267 344
Pareto distribution definition      7
Pareto distribution dynamic thinning method for      270
Pareto distribution inversion method for      29 262
Pareto distribution relation to gamma distribution      194
Partitions into intervals      67
Parzen, E.      762
Pascal’s triangle      659
Patefleld, W.M.      609 610
Patel, I.D.      549
Patel, J.K.      322
Paterson, M.      431
Patil, G.P.      4 518 759
Paul, N.J.      359
Paulauskas, V.      458
Paulson, E.S.      458
Payne, J.A.      4
Payne, W.H.      379
Pearce, M.C.      121 379 380 404 432
Pearson family      480 481
Pearson IV distribution      308 480
Pearson product moment correlation coefficient      573
Pearson system      480 481
Pearson V distribution      456
Pearson VI distribution relation to beta distribution      429
Pearson VI distribution relation to gamma distribution      427
Pearson, E.S.      24
Pearson’s system      685
Peizer — Pratt approximation      136
Perks distribution      472
Perks distribution log-concavity of      287
Perks distribution rejection method for      472
Perks, W.F.      287
Perturbation matrix      606
Peterson, A.V.      75 81 82 108 110 359 369 451
Petrov, V.V.      58 225 496 720 733
PH-distribution      757
Phase type distribution      757
Pippenger, N.      104 431
Plackett, R.L.      578 588 590 648
Plackett’s family      578 581 582 588 590
Plackett’s family Mardia’s generator for      589
Planck distribution      552
Planck distribution relation to Zipf distribution      552
Poisson distribution      487 501
Poisson distribution acceptance-complement method for      502
Poisson distribution Atkinson’s algorithm for      518
Poisson distribution convergence to normal distribution      501 518
Poisson distribution definition      84
Poisson distribution exponential inter-arrival time method for      504
Poisson distribution inequalities for      506 509 515
Poisson distribution inversion method for      502 505
Poisson distribution multinomial method for      563
Poisson distribution multiplicative method for      504
Poisson distribution properties of      501 503 504 506 518
Poisson distribution recursive method for      518
Poisson distribution rejection method for      502 511 518
Poisson distribution relation to multinomial distribution      518
Poisson distribution sequential search method for      86
Poisson point process      246
Poisson process      246 755
Poisson process composition method for      253
Poisson process exponential spacings method for      249
Poisson process homogeneous      246 252
Poisson process inversion method for      251 252
Poisson process nonhomogeneous      250
Poisson process on unit circle      250
Poisson process order statistics method for      258
Poisson process properties of      247 738
Poisson process relation to exponential distribution      248
Poisson process the uniform distribution method for      248
Poisson process thinning method for      253 255
Polar method      225
Polar method for arc sine distribution      482
Polar method for Cauchy distribution      451
Polar method for normal distribution      235 242 380
Polar method for symmetric beta distribution      437
Polar representation for stable distribution      455
Polge, R.J.      571
Poly a characteristic functions representation of      186
Polya characteristic function      186 695 718
Polya — Aeppli distribution      468
Polynomial densities composition method for      71 72
Polynomial density algorithm of Ahrens and Dieter      73
Portability      8 9
Positive stable distribution      455 463
Power distribution definition      24
Power function distribution inversion method for      262
Power of a gamma random variable      423
Power transformations      13
Pratt, V.      431
Prekopa, A.      309
Press, S.J.      454
Price, T.G.      571
Pritsker, A.A.B.      743
Probabilistic shortcut      674
Probability vector      83
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