A simple generalization of the Box-Muller method for obtaining a pair of correlated standard normal variables (Q3012671)
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scientific article; zbMATH DE number 5917858
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| English | A simple generalization of the Box-Muller method for obtaining a pair of correlated standard normal variables |
scientific article; zbMATH DE number 5917858 |
Statements
A simple generalization of the Box–Muller method for obtaining a pair of correlated standard normal variables (English)
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6 July 2011
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simulation
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computation
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generalization
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bivariate normal vectors
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correlation
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0.7915253639221191
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0.7637826800346375
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0.7637826800346375
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