AS 24

Algorithm AS 24. From normal integral to deviate.

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References in zbMATH (referenced in 4 articles )

Showing results 1 to 4 of 4.
Sorted by year (citations)

  1. Owen, Art B.; Maximov, Yury; Chertkov, Michael: Importance sampling the union of rare events with an application to power systems analysis (2019)
  2. Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)
  3. Martynov, G. V.: Evaluation of the normal distribution function (1981)
  4. Devroye, Luc: Generating the maximum of independent identically distributed random variables (1980)