A simple approximation for the simulation of continuous random variables.
Irwin GreenbergPublished in: Simul. (1987)
Keyphrases
- random variables
- probability distribution
- graphical models
- latent variables
- normal distribution
- conditional independence
- stochastic optimization problems
- distribution function
- continuous variables
- independent and identically distributed
- conditional probabilities
- directed acyclic graph
- joint distribution
- failure rate
- bayesian networks
- lead time
- probability density
- stochastic processes
- marginal distributions
- probabilistic graphical models
- closed form
- statistically independent
- conditional distributions
- random vectors
- reinforcement learning