Using the inverse distribution function method and the modified superposition method in the NMPUD computer system
Abstract This paper presents a computer system for modelling one-dimensional random variables NMPUD, developed in the laboratory of mathematical modelling of Lyceum No. 130 in Novosibirsk. The results of the numerical experiments and the considerations justifying the practicability for using in the NMPUD system: the elementary densities constructed by the technology of sequential (inserted) substitutions, the densities representing weighted sums of elementary densities (which can be simulated using the modified discrete superposition method), the algorithms for a piecewise linear approximation of unknown densities using a given sample, the algorithms of the modified superposition method for computational modelling of random variables with piecewise linear densities, are also presented.