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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive
Zh. Vychisl. Mat. Mat. Fiz., 1983 Volume 23, Number 2, Pages 488–493 (Mi zvmmf5610)
Scientific communications

Modelling the tail of a normal distribution

A. А. Zhiglyavskii

Leningrad

Abstract: It is proposed to model the tail of a normal distribution by using an algorithm consisting of modelling in a special way a terminating Markov chain. The algorithm is compared with earlier ones.

UDC: 519.676

MSC: Primary 62E99; Secondary 65C20, 65C10

Received: 16.04.1981
Revised: 02.10.1981


 English version: USSR Computational Mathematics and Mathematical Physics, 1983, 23:2, 153–156

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© Steklov Math. Inst. of RAS, 2024