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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1983, Volume 23, Number 2, Pages 488–493 (Mi zvmmf5610)  
Scientific communications

Modelling the tail of a normal distribution

A. А. Zhiglyavskii

Leningrad
Full-text PDF (644 kB)
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.
Received: 16.04.1981
Revised: 02.10.1981
English version:
USSR Computational Mathematics and Mathematical Physics, 1983, Volume 23, Issue 2, Pages 153–156
DOI: https://doi.org/10.1016/S0041-5553(83)80063-9
Bibliographic databases:
Document Type: Article
UDC: 519.676
MSC: Primary 62E99; Secondary 65C20, 65C10
Language: Russian
Citation: A. А. Zhiglyavskii, “Modelling the tail of a normal distribution”, Zh. Vychisl. Mat. Mat. Fiz., 23:2 (1983), 488–493; U.S.S.R. Comput. Math. Math. Phys., 23:2 (1983), 153–156
Citation in format AMSBIB
\Bibitem{Zhi83}
\by A.~А.~Zhiglyavskii
\paper Modelling the tail of a normal distribution
\jour Zh. Vychisl. Mat. Mat. Fiz.
\yr 1983
\vol 23
\issue 2
\pages 488--493
\mathnet{http://mi.mathnet.ru/zvmmf5610}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=698236}
\zmath{https://zbmath.org/?q=an:0586.62029}
\transl
\jour U.S.S.R. Comput. Math. Math. Phys.
\yr 1983
\vol 23
\issue 2
\pages 153--156
\crossref{https://doi.org/10.1016/S0041-5553(83)80063-9}
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    		Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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