On Multivariate Vertical Density Representation and its Application to Random Number Generation

DOI10.1080/02331889708802607MaRDI QIDQ4375883zbMATH OpenOpenAlexFDO

Authors Samuel Kotz, Kai-Tai Fang, Jiajuan Liang

Publication date 3 March 1998

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802607

zbMATH Keywords

Box-Muller methodL1-norm symmetric distributionLp-norm symmetric distributionspherically symmetric distributionvertical density representation

Mathematics Subject Classification ID

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

Recommendations

• Further results on multivariate vertical density representation and an application to random vector generation^*
• Generation of multivariate distributions by vertical density representation
• A Further VDR-type Density Representation Based on the Box-muller Method

Cites work

• A Note on the Generation of Random Normal Deviates
• A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method
• scientific article; zbMATH DE number 3976122 (Why is no real title available?)
• scientific article; zbMATH DE number 45785 (Why is no real title available?)
• scientific article; zbMATH DE number 3393603 (Why is no real title available?)
• Multivariate \(\ell_ p\)-norm symmetric distributions
• On Vertical Density Representation and Ordering of Distributions
• Vertical density representation and a further remark on the box-muller method

Cited in

(9)

• Non-uniform random variate generation by the vertical strip method
• Generation of multivariate distributions by vertical density representation
• Vertical density representation and its applications
• scientific article; zbMATH DE number 4009631 (Why is no real title available?)
• A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method
• Random variate generation for multivariate unimodal densities
• Vertical density representation and a further remark on the box-muller method
• A Further VDR-type Density Representation Based on the Box-muller Method
• Further results on multivariate vertical density representation and an application to random vector generation^*

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