Generating random vectors from a bivariate random walk density function

DOI10.1080/00949658708810994MaRDI QIDQ3750825zbMATH OpenOpenAlexFDO

Authors Khalaf E. Ahmad

Publication date 1987

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658708810994

zbMATH Keywords

acceptance/rejection techniquealgorithmsbivariate random walk densityefficiency

Mathematics Subject Classification ID

Multivariate analysis (62H99) Random number generation in numerical analysis (65C10)

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Cites work

• Bivariate inverse Gaussian distribution
• Computer generation of gamma random variables
• Computer Generation of Random Variables: A Tutorial
• Generating Random Variates Using Transformations with Multiple Roots

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(6)

• Nonlinear discriminant functions for mixed random walk models
• scientific article; zbMATH DE number 34412 (Why is no real title available?)
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• Generation of Antipodal Random Vectors With Prescribed Non-Stationary 2-nd Order Statistics
• Generating random variates from a bicompositional Dirichlet distribution
• High-dimensional generation of Bernoulli random vectors

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