Algorithm AS 24. From normal integral to deviate.
Keywords for this software
References in zbMATH (referenced in 4 articles )
Showing results 1 to 4 of 4.
- Owen, Art B.; Maximov, Yury; Chertkov, Michael: Importance sampling the union of rare events with an application to power systems analysis (2019)
- Martynov, G. V.: Probabilistic-statistical programs from “Applied Statistics” (1990)
- Martynov, G. V.: Evaluation of the normal distribution function (1981)
- Devroye, Luc: Generating the maximum of independent identically distributed random variables (1980)