Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 488-493
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A. А. Zhiglyavskii. Modelling the tail of a normal distribution. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 2, pp. 488-493. http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a25/
@article{ZVMMF_1983_23_2_a25,
author = {A. {\CYRA}. Zhiglyavskii},
title = {Modelling the tail of a normal distribution},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {488--493},
year = {1983},
volume = {23},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a25/}
}
TY - JOUR
AU - A. А. Zhiglyavskii
TI - Modelling the tail of a normal distribution
JO - Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
PY - 1983
SP - 488
EP - 493
VL - 23
IS - 2
UR - http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a25/
LA - ru
ID - ZVMMF_1983_23_2_a25
ER -
%0 Journal Article
%A A. А. Zhiglyavskii
%T Modelling the tail of a normal distribution
%J Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki
%D 1983
%P 488-493
%V 23
%N 2
%U http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_2_a25/
%G ru
%F ZVMMF_1983_23_2_a25
It is proposed to model the tail of a normal distribution by using an algorithm consisting of modelling in a special way a terminating Markov chain. The algorithm is compared with earlier ones.
