Approximating inverse cumulative distribution functions to produce approximate random variables
Data generated for an article on approximating random numbers, focusing on approximating the Gaussian and non central chi-squared distributions. All source code is at https://github.com/oliversheridanmethven/approximating_inverse_cumulative_distribution_functions and https://github.com/oliversheri...
Main Authors: | Sheridan-Methven, O, Giles, M |
---|---|
Format: | Dataset |
Published: |
University of Oxford
2020
|
Similar Items
-
Approximating inverse cumulative distribution functions to produce approximate random variables
by: Giles, M, et al.
Published: (2023) -
Rounding error using low precision approximate random variables
by: Giles, M, et al.
Published: (2024) -
Analysis of nested multilevel Monte Carlo using approximate Normal random variables
by: Giles, M, et al.
Published: (2022) -
Rounding error using low precision approximate random variables
by: Sheridan-Methven, O
Published: (2020) -
Approximation of the inverse Poisson cumulative distribution function
by: Giles, M
Published: (2015)