Generation of multivariate normal samples with given sample mean and covariance matrix (Q3750824): Difference between revisions
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Revision as of 13:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generation of multivariate normal samples with given sample mean and covariance matrix |
scientific article |
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Generation of multivariate normal samples with given sample mean and covariance matrix (English)
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1985
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algorithm
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constructing a multivariate normal sample
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sample mean vector
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sample variance-covariance matrix
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variance reduction
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antithetic sampling
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