A note on the Ecogen language built-in random deviate generators.
Ocaña, Jordi ; Ruiz de Villa, M.ª Carmen ; Alonso, Guillem
Qüestiió, Tome 10 (1986), p. 143-148 / Harvested from Biblioteca Digital de Matemáticas

The standard ECOGEN (a simulation language based on Pascal) random deviate generators are described. For every one of them, a short usage note and a description of the algorithm and underlying theory is presented. This paper must be considered as an addenda to a previous one where the ECOGEN language was described. The ECOGEN random deviate generators include the continuous and discrete uniform, Poisson, binomial, exponential, Cauchy, normal or Laplace-Gauss, beta, gamma, Weibull, Pareto and Laplace distributions and the possibility of simulating repeated Bernouilli trials. Further developments are discussed, specially in the sense of allowing the application of variance reduction techniques.

Publié le : 1986-01-01
DMLE-ID : 2713
@article{urn:eudml:doc:40055,
     title = {A note on the Ecogen language built-in random deviate generators.},
     journal = {Q\"uestii\'o},
     volume = {10},
     year = {1986},
     pages = {143-148},
     language = {en},
     url = {http://dml.mathdoc.fr/item/urn:eudml:doc:40055}
}
Ocaña, Jordi; Ruiz de Villa, M.ª Carmen; Alonso, Guillem. A note on the Ecogen language built-in random deviate generators.. Qüestiió, Tome 10 (1986) pp. 143-148. http://gdmltest.u-ga.fr/item/urn:eudml:doc:40055/