Generation of normal variates with given sample mean and variance

DOI10.1080/00949657908810333zbMath0414.62041OpenAlexW2077676871MaRDI QIDQ3049683

D. I. Pullin

Publication date: 1979

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657908810333

zbMATH Keywords

efficient algorithmgeneration of normal variatesgiven sample meangiven variance

Mathematics Subject Classification ID

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

Related Items (4)

Generation of multivariate normal samples with given sample mean and covariance matrix ⋮ Direct simulation methods for compressible inviscid ideal-gas flow ⋮ Asymptotic preserving Monte Carlo methods for the Boltzmann equation ⋮ Antithetic variate methods for simulations of processes with peaks and troughs

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