Generation of multivariate normal samples with given sample mean and covariance matrix (Q3750824)
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scientific article; zbMATH DE number 3988507
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| default for all languages | No label defined |
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| English | Generation of multivariate normal samples with given sample mean and covariance matrix |
scientific article; zbMATH DE number 3988507 |
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Generation of multivariate normal samples with given sample mean and covariance matrix (English)
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1985
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algorithm
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constructing a multivariate normal sample
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sample mean vector
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sample variance-covariance matrix
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variance reduction
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antithetic sampling
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0.7628024220466614
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0.749956488609314
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0.7392264008522034
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