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Non-Uniform Random Variate Generation

Non-Uniform Random Variate Generation
by Luc Devroye

Publisher: Springer 1986
ISBN/ASIN: 0387963057
ISBN-13: 9780387963051
Number of pages: 843

This text is about one small field on the crossroads of statistics, operations research and computer science. Statisticians need random number generators to test and compare estimators before using them in real life. In operations research, random numbers are a key component in large scale simulations. Computer scientists need randomness in program testing, game playing and comparisons of algorithms.

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