Computer Generation of Normal Random Variables
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(31)- On the multivariate asymptotic distribution of sequential chi-square statistics
- Generating the maximum of independent identically distributed random variables
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- An economical method for random number generation and a normal generator
- Discrete event simulation modelling of computer systems for performance evaluation
- Estimation of a non-invertible moving average process: the case of overdifferencing
- A single-blind controlled competition among tests for nonlinearity and chaos
- Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching
- Five alternative methods of estimating long-run equilibrium relationships
- Effects of model misspecification in estimating covariate effects in survival analysis for small sample sizes
- On cointegration tests for VAR models with drift
- A closer examination on some parametric alternatives to the ANOVA \(F\)-test
- Repeated challenge studies: A comparison of union-intersection testing with linear modeling
- Non-uniform random variate generation by the vertical strip method
- Specification testing in Markov-switching time-series models
- A monte carlo study of collinearity in linear simultaneous equation models∗
- Fast poisson and binomial algorithms for correlationinduction**This research is partially supported by the Office of Naval Research contract N00014-7942-0832 through Purdue University$ef:
- An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables
- Preliminary estimation of ARFIMA models
- Computer generation of random variates from the tail of t and normal distributions
- SISAM and MIXIN: Two algorithms for the computation of posterior moments and densities using Monte Carlo integration
- Bootstrap-based evaluation of markov-switching time series models
- Identification by non-linearity in censored regression models
- Testing for unit roots in time series with nearly deterministic seasonal variation
- Indirect inference for fractional time series models
- The transformed rejection method for generating random variables, an alternative to the ratio of uniforms method
- Optimal Range for the iid Test Based on Integration Across the Correlation Integral
- A supplement to sowey's bibliography on random number generation and related topics
- Periodic linear-quadratic methods for modeling seasonality
- An error in the Kinderman-Ramage method and how to fix it
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