A note on the Ecogen language built-in random deviate generators
Tipus de documentArticle
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.
ISSN0210-8054 (versió paper)