Approximating inverse cumulative distribution functions to produce approximate random variables
For random variables produced through the inverse transform method, approximate random variables are introduced, which are produced using approximations to a distribution’s inverse cumulative distribution function. These approximations are designed to be computationally inexpensive, and much cheaper...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
Association for Computing Machinery
2023
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