Sensitivity of sample values not generated by inversion

The perturbation generation rule of Suri (Ref. 1) is extended to cases where random variables are not generated by inversion. Conditions are given for the use of other methods. Infinitesimal perturbation analysis is shown to be compatible with common random number techniques in cases where finite-difference approximations are not.This work was supported by the National Science Foundation, Grants Nos. ECS-82-13680 and CDR-85-001-08.