MODIFICATION OF THE METHOD OF SIMULATION OF TRUNCATED RANDOM-VARIABLES

Authors
ANDREEV AA EGOROV SA
Citation
Aa. Andreev et Sa. Egorov, MODIFICATION OF THE METHOD OF SIMULATION OF TRUNCATED RANDOM-VARIABLES, Measurement techniques, 38(4), 1995, pp. 377-380
Citations number
8
Categorie Soggetti
Instument & Instrumentation",Engineering
Journal title
Measurement techniques → ACNP
ISSN journal
05431972
Volume
38
Issue
4
Year of publication
1995
Pages
377 - 380
Database
ISI
SICI code
0543-1972(1995)38:4<377:MOTMOS>2.0.ZU;2-8
Abstract
A new method for simulation of truncated random variables is described . Several similar methods are considered. It is shown that a substanti al reduction in computation time is achieved by utilizing the proposed method.