Generation of multivariate normal samples with given sample mean and covariance matrix (Q3750824)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generation of multivariate normal samples with given sample mean and covariance matrix |
scientific article |
Statements
Generation of multivariate normal samples with given sample mean and covariance matrix (English)
0 references
1985
0 references
algorithm
0 references
constructing a multivariate normal sample
0 references
sample mean vector
0 references
sample variance-covariance matrix
0 references
variance reduction
0 references
antithetic sampling
0 references
