Principles of Random Variate Generation

Author's preface. Algorithmic conventions. Glossary. Simulation and random variate generation random number sequences general methods for generating random variates from unvariate distributions methods of generation from specific continuous distributions discrete distributions multivariate distributions miscellaneous topics, including the generation of order statistics, simulation of stochastic processes, sampling from distribution tails. Appendices: 1 - FORTRAN 77 routines for generating variates from selected distributions 2 - graphical methods for sampling from standardized gama distributions and the standardized normal distributions. References. Index.