Mathematics and Computer Applications - Sciene

Various techniques of sampling exponential variates by Monte Carlo simulation

In this thesis we utilize a number of techniques for generating random variates from exponential distribution. Efficiency comparison is made theoretically and assessed by Monte Carlo simulation. These techniques are applied on problem of what so called survival exponentially distributed data (censored data of type II) with explanatory variables, where the multiplicative model is assumed on the mean life of survival data.

English