Generation of multivariate distributions by vertical density representation

DOI10.1080/02331880108802737zbMath1008.62012OpenAlexW1990013197MaRDI QIDQ2762611

Samuel Kotz, Kai-Tai Fang, Zhen-Hai Yang

Publication date: 21 April 2003

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880108802737

zbMATH Keywords

Monte Carlo methodsuniform distributionvertical density representationGeneration of distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory of statistical distributions (62E10) Random number generation in numerical analysis (65C10)

Related Items (7)

On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls ⋮ Randomized statistical inference: a unified statistical inference frame of frequentist, fiducial, and Bayesian inference ⋮ Center-similar distributions with applications in multivariate analysis. ⋮ On a combination method of VDR and patchwork for generating uniform random points on a unit sphere ⋮ A conditional distribution approach to uniform sampling on spheres and balls in \(L_{p}\) spaces ⋮ On the Student's \(t\)-distribution and the \(t\)-statistic ⋮ Non-uniform random variate generation by the vertical strip method

Cites Work

• On methods for generating uniform random points on the surface of a sphere
• A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method
• Vertical density representation and a further remark on the box-muller method
• On Vertical Density Representation and Ordering of Distributions
• On Multivariate Vertical Density Representation and its Application to Random Number Generation
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