Generation of random bivariate normal deviates and computation of related integrals

DOI10.1007/BF01939512MaRDI QIDQ5548028zbMATH OpenFDO

Authors Birger Jansson

Publication date 1964

Published in BIT (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF01939512

zbMATH Keywords

probability theory

Cites work

• A Comparison of Methods for Generating Normal Deviates on Digital Computers
• A fast procedure for generating exponential random variables
• A fast procedure for generating normal random variables
• A Note on the Generation of Random Normal Deviates
• Bibliography on the Multivariate Normal Integrals and Related Topics
• Expressing a Random Variable in Terms of Uniform Random Variables
• Generating Exponential Random Variables
• scientific article; zbMATH DE number 3103824 (Why is no real title available?)
• On exponential and other random variable generators
• Probability Integrals of Multivariate Normal and Multivariate t¹
• Random Sampling from the Normal Distribution

Cited in

(2)

• A combinatorial method for the generation of normally distributed random numbers
• Allgemeiner Bericht über Monte-Carlo-Methoden

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