On computer generation of random vectors by transformations of uniformly distributed vectors
From MaRDI portal
Publication:580870
DOI10.1007/BF02310103zbMath0626.65005OpenAlexW1490888515MaRDI QIDQ580870
Publication date: 1987
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02310103
random vector generationComparisonsmultivariate normal or t-distributed vectorsq-exponential random vectorsuniformly distributed vectors
Related Items
Transformations and random variate generation:generalised ratio-of-uniforms methods, A sweep-plane algorithm for generating random tuples in simple polytopes
Cites Work