Timeline for Numerical Solution to Inverse Integral (Pseudo Random Number Generation)
Current License: CC BY-SA 2.5
2 events
| when toggle format | what | by | license | comment | |
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| Sep 26, 2010 at 23:40 | comment | added | J. M. isn't a mathematician | That would be a good addition to the method I proposed above (using the approximation derived from Lagrange inversion to start up a Newton-Raphson iteration); but sometimes, you have to assess if the increased accuracy in evaluation is worth the computational burden (for generating a whole lot of random variates, you'd want to minimize transcendental function evaluations because they're so slow) | |
| Sep 26, 2010 at 20:54 | history | answered | Federico Poloni | CC BY-SA 2.5 |