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