C++ Dynamic Link Library to Generate Random Numbers from Empirical Probability Distributions

Samuel Mitchell () and Geoffrey Shuetrim ()
Additional contact information
Samuel Mitchell: Australian Prudential Regulation Authority

Programs and Software from Australian Prudential Regulation Authority

Keywords: Random number generator; cumulative density function; empirical distribution (search for similar items in EconPapers)
Date: 1999-09-13
Note: This software is provided for public non-commercial illustrative purposes only. The authors take no responsibility for any errors. Use it at your own risk.

Downloads: (external link)
http://www.apra.gov.au/RePEc/RePEcDocs/Archive/code/cd0005.zip Random number generation routines for empirical distributions. (application/zip)

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