D. Johnson, Triangular Approximations for Continuous Random Variables in Risk Analysis, The Journal of the Operational Research Society, Vol. 53, No. 4 (Apr., 2002), pp. 457-467 ...

Introduction to probability, random processes and basic statistical methods to address the random nature of signals and systems that engineers analyze, characterize and apply in their designs. It ...

The alias method of Walker is a clever, new, fast method for generating random variables from an arbitrary, specified discrete distribution. A simple probabilistic proof is given, in terms of mixtures ...