Simulation Uses of the Exponential Distribution.

Abstract

This paper indicates how exponential random variables can be effeciently used in a variety of simulation problems. One of the problems is the simulation of order statistics from a normal population. The authors discuss the general problem of simulating order statistics and then consider the normal case. They start by showing how the Von-Neumann rejection approach via the exponential can be modified to become an efficient algorithm for generating a normal and then present a method for generating normal order statistics. They show how to use the exponential to efficiently simulate random permutations with weights. They consider the problem of simulating a 2-dimensional Poissin process both for a homogeneous and nonhomogeneous Poisson process. (Author)

Open PDF

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1984
Accession Number
ADA144940

Entities

People

  • S. M. Ross
  • Z. Schechner

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Air Force
  • Algorithms
  • California
  • Data Science
  • Geometry
  • Industrial Engineering
  • Information Science
  • New York
  • Operations Research
  • Order Statistics
  • Probability
  • Random Variables
  • Rejection
  • Simulations
  • Statistics
  • Two Dimensional
  • United States

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Graph Algorithms and Convex Optimization.
  • Robotics and Automation.