Random number generation
(RNG)• 12`4.^~Integer randbetween (rev. 18`b)
• Transforms [inversion, acceptance-rejection]
— Inversion • 04`a.One value (Gaussian, triangular) • Some notes (parabolic, truncated Gaussian, etc.)
• 07`5.^~Parabolic distribution (rev. 18`b) • 12`b.^~"Raised" cosine distr. • $* 16`4.^~Weibull distr. (under constr.) • 17`4.^~oblique distr.
— Acceptance-rejection • 08`2.^~Triangular distr. • 08`2.^~parabolic distr. • 08`2.^~cosine distr. (for "hat" optimization)
— Tansform 08`1.^~Gaussian RN ###comparison (inv., AR, Box-Muller, modBM) • 10`a.^~GRNG (Gaussian [Thomas et al., 2007])
Monte Carlo integration Monte Carlo simulation
(OR, Oper. Res.; QC, Q. Control;
Mi, misc.)• Determinants (random): 12`2.^~continuous, 13`6.^~integer
• Distances (random): 13`2.^~Interdistance in an n-cube. 14`1.^~In a circle. 14`1.^~In a rectangle.
• Triangles (random): 16`c.^~Area given perimeter • 09`b.^~Concentrations
• Uniforms: 09`6.^~sum*; 03`b.^~product of 2 (analytical)
• Gaussians: 04`a.^~sums, products; 09`9.^~sum of 2 with (3) graphs (←) 20`6.^~Bruno Franco §sum of two (ditto)
• Simulate 20`b.^~spheres (Fortran) • 20`c.^~spheres (Python)
• Correlation: 17`7.^~Tiles with (2D) correlated sides; 17`8.Cholesky decompositions; 17`8.^~Bricks with (3D) correlated sides
• Truncated Gaussian: 11`5.^~simulated 17`4.^~sum of truncated Gaussians 11`9.~analytical (• Simulated for ###12`3.~regression)
• Filling • 04`4.^~Bag f.1:2004 (§ 09`9.^~or 2:2009) • 13`b.^~Bag f. 3:2013
• CISTI'2018 — Bags for σ: see 'bags' at Quality tools
• Biscuit • 13`7.^~Packets; 09`9.^~Slices; with 17`5.^~specs
• 13`8.^~Estimation from unequal size samples
• ^~Packet 10`9.tube-style f., 10`9.second, 11`9.third (Nazaré), (10`4.old); 13`6.MPI (CISTI, Miguel Ferreira)
• Truck with (discrete) 05`5.^~binomial sacks (07`a.~&), with 09`5.^~truncated Gaussian sacks
• 13`4.^~Hopper (conical) • 14`6.^~Cone bottom cylinder • 16`4.^~Liquid in sphere • 13`4.^~Tank wagons • 15`a.^~Can filling • 14`8.^~Tying two rods • 19`5.^~Variation in consecutive values
• CISTI'2016, remote parallel: ^~15`9.Bag fill.. Inscribed triangles: ^~16`1.area; ^~16`1.perimeter. ^~16`2.provisional. Inscribed polygons: ^~16`1.perimeter.
