James E. Gentle
ABSTRACT
The IMSL Library is a unified collection of over 500 FORTRAN subroutines for applications in statistics, operations research, and other areas of applied mathematics. Routines are available for generating random numbers from eighteen univariate distributions, from three multivariate distributions, and from two time series models. In addition, several routines are provided for parameter estimation and for goodness-of-fit tests. This tutorial discusses the use of the IMSL Library in simulation and statistical analysis.
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Digital Library
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Index Terms
- Simulation and analysis with IMSL routines
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