Module Library

References

Devroye, L. (1986), Nonuniform Random Variate Generation, New York: Springer-Verlag.

Fishman, G. S. (1996), Monte Carlo: Concepts, Algorithms, and Applications, New York: John Wiley & Sons.

Gentle, J. E. (2003), Random Number Generation and Monte Carlo Methods, Second Edition, Berlin: Springer-Verlag.

Golub, G. H. and Van Loan, C. F. (1989), Matrix Computations, Second Edition, Baltimore: Johns Hopkins University Press.

Johnson, M. (1987), Multivariate Statistical Simulation, New York: John Wiley & Sons.

Kotz, S., Balakrishnan, N., and Johnson, N. L. (2000), Continuous Multivariate Distributions, Second Edition, Wiley-Interscience.

Kotz, S. and Nadarajah, S. (2004), Multivariate t Distributions and Their Applications, Cambridge University Press.