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Simulation from the Normal Distribution Truncated to an Interval in the Tail

Zdravko I. Botev 1 Pierre l'Ecuyer 2, 3
1 School of Mathematics and statistics [Sydney]
2 DIONYSOS - Dependability Interoperability and perfOrmance aNalYsiS Of networkS
Inria Rennes – Bretagne Atlantique , IRISA-D2 - RÉSEAUX, TÉLÉCOMMUNICATION ET SERVICES
3 DIRO - Département d'Informatique et de Recherche Opérationnelle [Montreal]
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Conference papers
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https://hal.inria.fr/hal-01399506
Contributor : Bruno Tuffin <>
Submitted on : Saturday, November 19, 2016 - 7:45:11 AM
Last modification on : Thursday, January 7, 2021 - 4:34:39 PM

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  • HAL Id : hal-01399506, version 1

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CNRS | INSTITUT-TELECOM | UNIV-RENNES1 | INRIA | IRISA | CENTRALESUPELEC | UR1-UFR-ISTIC | UNIV-RENNES | IRISA-D2 | INSA-RENNES

Citation

Zdravko I. Botev, Pierre l'Ecuyer. Simulation from the Normal Distribution Truncated to an Interval in the Tail. ValueTools 2016, Oct 2016, Taormina, Italy. ⟨hal-01399506⟩

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