EditorUniversitat Politècnica de Barcelona. Centre de Càlcul
Condicions d'accésAccés obert
The standard ECOGEN (a simulation language based on Pascal) random deviate generators are described. For every one of them, a short usage note and a description of the algorithm and underlying theory is presented. This paper must be considered as an addenda to a previous one where the ECOGEN language was described. The ECOGEN random deviate generators include the continuous and discrete uniform, Poisson, binomial, exponential, Cauchy, normal or Laplace-Gauss, beta, gamma, Weibull, Pareto and Laplace distributions and the possibility of simulating repeated Bernouilli trials. Further developments are discussed, specially in the sense of allowing the application of variance reduction techniques.