Expressing a Random Variable in Terms of Uniform Random Variables

DOI10.1214/aoms/1177704983zbMath0139.35604OpenAlexW2049178884MaRDI QIDQ5514937

George Marsaglia

Publication date: 1961

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704983

zbMATH Keywords

probability theory

Related Items (15)

Generation of random bivariate normal deviates and computation of related integrals ⋮ Allgemeiner Bericht über Monte-Carlo-Methoden ⋮ On exponential and other random variable generators ⋮ Efficient dependency models: simulating dependent random variables ⋮ Testing significance of a mean vector. A possible alternative to Hotelling's \(T^ 2\). ⋮ Deterministic Simulation of Random Processes ⋮ Improvements on fast methods for generating normal random variables ⋮ Estimation of polychoric correlation with elliptical latent variables ⋮ The squeeze method for generating gamma variates ⋮ Generating non- normal stable variates using limit theorem properties ⋮ Bayesian predictive intervals for a mixture of exponential failure-time distributions with censored samples ⋮ A combinatorial method for the generation of normally distributed random numbers ⋮ A general algorithm for simulation of random variables ⋮ Computer methods for sampling from gamma, beta, Poisson and binomial distributions ⋮ A special purpose computer for the electrical conductivity of disordered media

This page was built for publication: Expressing a Random Variable in Terms of Uniform Random Variables