Essentials of Monte Carlo simulation : statistical methods for building simulation models - Thomopoulos, Nick T. (New York : Springer, 2013)
Random Number Generators -- Generating Random Variates -- Generating Continuous Random Variates -- Generating Discrete Random Variates -- Generating Multivariate Random Variates -- Special Applications -- Output from Simulation Runs -- Analysis of Output Data -- Choosing the Probability Distribution from Data -- Choosing the Probability Distribution When No Data.
Includes bibliographical references (p. 165) and index.
Keywords: Monte Carlo method