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Third Monte Carlo sampler. Revision and extension of samplers I and II

Technical Report ·
OSTI ID:6045826

Methods are given for sampling some standard probability densities by means of machine generated random numbers. The probability theory underlying each device is briefly indicated. The present collection embodies the densities of the first two Samplers, and an attempt has been made to render the explanations less terse and more understandable. Some additional methods and new densities have been included. No attempt has been made to quote all original sources, and no claim to priority is intended in any case, our sole object being to provide a handbook of sampling devices.

Research Organization:
Los Alamos National Lab., NM (USA)
DOE Contract Number:
W-7405-ENG-36
OSTI ID:
6045826
Report Number(s):
LA-9721-MS; ON: DE83013361
Country of Publication:
United States
Language:
English

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