Generation of normal variates with given sample mean and variance

DOI10.1080/00949657908810333MaRDI QIDQ3049683zbMATH OpenOpenAlexFDO

Authors D. I. Pullin

Publication date 1979

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

Full work available at URL https://doi.org/10.1080/00949657908810333

zbMATH Keywords

efficient algorithmgeneration of normal variatesgiven sample meangiven variance

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

Cited in

(4)

• Direct simulation methods for compressible inviscid ideal-gas flow
• Asymptotic preserving Monte Carlo methods for the Boltzmann equation
• Generation of multivariate normal samples with given sample mean and covariance matrix
• Antithetic variate methods for simulations of processes with peaks and troughs

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