ABSTRACT

One of the fundamental tools required in computational statistics is the ability to simulate random variables from specified probability distributions. On this topic many excellent references are available. On the general subject of methods for generating random variates from specified probability distributions, readers are referred to [72, 97, 117, 119, 120, 160, 234, 240, 251, 255]. On specific topics, also see [3, 4, 33, 43, 71, 101, 161, 165, 195].