Simulations for the Extreme Statistics

Masaaki Sibuya
Additional contact information
Masaaki Sibuya: Keio University

A chapter in Extreme Value Theory and Applications, 1994, pp 189-198 from Springer

Abstract: Abstract Techniques of simulations in studying extreme statistics on the present-day work stations and personal computers are discussed. The exact-approximation method by Marsaglia (1984) for sampling random numbers from the extreme distributions is presented.

Date: 1994
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-3638-9_11

Ordering information: This item can be ordered from
http://www.springer.com/9781461336389

DOI: 10.1007/978-1-4613-3638-9_11

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().