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Soumyadip Ghosh
Information about the author Soumyadip Ghosh will soon be added to the site.
Found
3 papers
in total
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C‐NORTA: A Rejection Procedure for Sampling from the Tail of Bivariate NORTA Distributions
2012
We propose C‐NORTA, an exact algorithm to generate random variates from the...
Bid evaluation in procurement auctions with piecewise linear supply curves
2005
Consider a marketplace operated by a buyer who wishes to procure large quantities of...
Chessboard distributions and random vectors with specified marginals and covariance matrix
2002
There is a growing need for the ability to specify and generate correlated random...
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