Random Number Generation and Monte Carlo Methods

by James E. Gentle

Errata for First Printing of First Edition (fixed in second printing)

(also see errata for second printing, because they would also be in the first printing!)

  • Page 71:
    Reference to Cowles and Carlin (1996), JASA 91, 883, is missing from Bibliography.

  • Page 80:
    Reference to Cowles and Carlin (1996), JASA 91, 883, is missing from Bibliography.

  • Page 91, line 3b:
    ``\alpha'' should be ``\tau''.

  • Page 102: (Thanks to Mary Marion!)
    In logarithmic distribution, ``a'' should be ``\theta'', and x should be 1, 2, 3,...

  • Page 135: (Thanks to Matt Goldberg!)
    Just after the decomposition, the condition should be ``a < c < b''.

  • Page 138: (Again, thanks to Matt Goldberg!)
    In Equation (5.8), ``V(U)'' should be ``V(S)''.

  • Page 144, line 15:
    Should be ``E(T(P_n^{(1)} | P_n)''.

  • Page 147, exercise 5.4(b)
    and page 148 exercise 5.4(d):
    Should be ``d'' instead of ``r''.

  • Page 163, line 4b:
    Should be ``financial''.

  • Page 188, line 18:
    Delete ``the''.

  • Page 197:
    The definitions of ceiling and floor are reversed.

  • Page 201, solution 2.5:
    Should be `` p is the exponential density.''

  • Page 202, solutions 5.4b and 5.4d:
    Should be ``d'' instead of ``r''.

  • Page 228:
    Should be ``pseudorandom'' in Niederreiter (1995a).

  • Page 231:
    The title of Joe Schafer's book is Analysis of Incomplete Multivariate Data.

    (Thanks also to Matt Goldberg for several additional comments.)