Generation of Continuous Multivariate Distributions for Statistical Applications

DOI10.1080/01966324.1984.10737145MaRDI QIDQ3680056zbMATH OpenOpenAlexWikidataFDO

Authors Mark E. Johnson, Chiang Wang, John S. Ramberg

Publication date 1984

Published in American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/01966324.1984.10737145

zbMATH Keywords

AlgorithmsAlibeta-StacyBurrCauchyelliptically contouredGumbelJohnson systemKhintchine distributionsMorgensternmultivariate normalPlackett

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

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Cites work

• A class of bivariate distributions including the bivariate logistic
• A Complete Guide to Gamma Variate Generation
• A Convenient Method for Generating Normal Variables
• A Generalization of the Gamma Distribution
• A note on a method for generating points uniformly on n -dimensional spheres
• A Note on the Generation of Random Normal Deviates
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Constructing and simulating multivariate distributions using khintchine's theorem
• Cumulative Frequency Functions
• Elliptically Symmetric Distributions: A Review and Bibliography
• scientific article; zbMATH DE number 3678917 (Why is no real title available?)
• scientific article; zbMATH DE number 3752089 (Why is no real title available?)
• scientific article; zbMATH DE number 3354430 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Inference in contingency tables with ordered categories using Plackett's coefficient of association for bivariate distributions
• Metric spaces and completely monontone functions
• Note on the multivariate Burr's distribution
• On methods for generating uniform random points on the surface of a sphere
• On the theory of elliptically contoured distributions
• Procedures to generate random matrices with noncentral distributions
• Remarks on a Multivariate Transformation
• Some properties and generalizations of multivariate Eyraud-Gumbel- Morgenstern distributions
• The johnson translation system in monte carlo studies

Cited in

(11)

• Generating random deviates from multivariate Pearson distributions
• Generation of multivariate distributions by vertical density representation
• scientific article; zbMATH DE number 3962957 (Why is no real title available?)
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• Generation of multivariate normal samples with given sample mean and covariance matrix
• scientific article; zbMATH DE number 4068092 (Why is no real title available?)
• A New Family of Multivariate Distributions With Applications to Monte Carlo Studies
• scientific article; zbMATH DE number 1484400 (Why is no real title available?)
• A Method for Computer Generation of Variates from Arbitrary Continuous Distributions
• Generating multivariate continuous data via the notion of nearest neighbors
• Estimation of error rate for linear discriminant functions by resampling: Non-Gaussian populations

Describes a project that uses

Uses Software

• LINPACK

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