The methods developed in this book mostly rely on the possibility of producing (with a computer) a supposedly endless flow of random variables (usually iid) for well-known distributions. Such a simulation is, in turn, based on the production of uniform random variables. Although we are not directly concerned with the mechanics of producing uniform random variables (see Note 2.6.1), we are concerned with the statistics of producing uniform and other random variables.
CITATION STYLE
Robert, C. P., & Casella, G. (2004). Random Variable Generation (pp. 35–77). https://doi.org/10.1007/978-1-4757-4145-2_2
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