A Note on the Generation of Random Normal Deviates

From MaRDI portal
Publication:3254756

DOI10.1214/aoms/1177706645zbMath0085.13720OpenAlexW1965612527WikidataQ55970497 ScholiaQ55970497MaRDI QIDQ3254756

Mervin E. Muller, G. E. P. Box

Publication date: 1958

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177706645



Related Items

Dynamic scaling in the mesh adaptive direct search algorithm for blackbox optimization, An automatic code generator for nonuniform random variate generation, Analysis of compressible free shear layers with finite-time Lyapunov exponents, Nonparametric function recovering from noisy observations, Lattice gauge theory without link variables, Langevin approach for intrinsic fluctuations of chemical reactions with Hopf bifurcation, The relative power of zero-padding when testing for serial correlation using artificial regressions, Efficient computation of permanents, with applications to boson sampling and random matrices, Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods, An efficient approach to compute the threshold for multi-dimensional linear classifiers, On physics-informed data-driven isotropic and anisotropic constitutive models through probabilistic machine learning and space-filling sampling, A one-table method for sampling from continuous and discrete distributions, Using randomization test when errors are unequally correlated, A likelihood ratio test for three-mode singular values: Upper percentiles and an application to three-way ANOVA, Generation of pseudo-random numbers with the use of inverse chaotic transformation, Secure random sampling in differential privacy, Skewness and kurtosis analysis for non-Gaussian distributions, Synthetic generation of equilibrium boundary layer turbulence from modeled statistics, A Monte Carlo study of the Friedman test and some competitors in the single factor, repeated measures design with unequal covariances, Cointegration tests in the presence of structural breaks, Nanoparticle transport in cellular blood flow, Monte Carlo methods, Fast Gaussian random number generation using linear transformations, Hilbert's metric and the analytic hierarchy process, On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls, Generation of Gaussian distributed random numbers by using a numerical inversion method, A simulation program for adaptive two stage designs., An investigation of the use of goal programming to fit response surfaces, Consequences of uncertainty in the analytic hierarchy process: A simulation approach, Air pollution modelling using a graphics processing unit with CUDA, Finite sample properties of estimators for autoregressive moving average models, A dynamic mesh refinement technique for lattice Boltzmann simulations on octree-like grids, Forecasting by exponential smoothing, the Box and Jenkins procedure and spectral analysis. A simulation study, Analysis of fluctuations induced by a scale hierarchy of interacting particles, Monte Carlo implementation of financial simulation on Cell/B.E. multi-core processor, Robustness of MML estimators based on censored samples and robust test statistics, Approximation of multivariable functions with respect to random points less than \(2^k,k\) dimension of space, On a generation of normal pseudo-random numbers, Differential evolution for noisy multiobjective optimization, Estimating the volumes of the cones in a Gröbner fan, Generation of Gaussian noise with improved quasi-white properties, Approximate maximum likelihood estimation with data sets that exceed computer limits, Classification probabilities for the disequilibrium model, Error rate estimation on the basis of posterior probabilities, Portfolio insurance: A simulation under different market conditions, Statistical analysis of symbolic dynamics in weakly coupled chaotic oscillators, Inference on covariance matrices under rank restrictions, An algorithm for the generation of random numbers with density C exp(- \(\lambda\) \(| x| ^{\nu})\), Random sampling from a truncated bivariate normal distribution, A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications, Efficient algorithm for generating Maxwell random variables, Exact and randomization distributions of Kolmogorov-Smirnov tests two or three samples, Driven black holes: from Kolmogorov scaling to turbulent wakes, Variance reduction for Bernoulli response variables in simulation, An improved time series model for monthly stream flows, Uncertain chemical reaction equation, Improving the efficiency of fully Bayesian optimal design of experiments using randomised quasi-Monte Carlo, MONEDA: scalable multi-objective optimization with a neural network-based estimation of distribution algorithm, Uniformly distributed sequences in the orthogonal group and on the Grassmannian manifold, New approaches for determining the degree of differencing necessary to induce stationarity in ARIMA models, A new deterministic heuristic knots placement for B-spline approximation, The noisy Pais-Uhlenbeck oscillator, Asymptotic distributions of the estimators of communalities in factor analysis, The program LOPT for least-squares optimization of energy levels, A nonlinear PDE model for reconstructing a regular surface from sampled data using a level set formulation on triangular meshes, Hybrid modeling of interfacial region thermophysics and intrinsic stability of thin free liquid films, Putting continuous metaheuristics to work in binary search spaces, A new statistic in the one-way multivariate analysis of variance, Spectral densities of Wishart-Lévy free stable random matrices, An exact D-dimensional Tsallis random number generator for generalized simulated annealing, Ant colony optimization for continuous domains, A conditional distribution approach to uniform sampling on spheres and balls in \(L_{p}\) spaces, Simulating space-time random fields with nonseparable Gneiting-type covariance functions, An efficient LDU algorithm for the minimal least squares solution of linear systems, Prolonged diapause: a trait increasing invasion speed?, A parallel domain decomposition-based implicit method for the Cahn-Hilliard-cook phase-field equation in 3D, Noise activated dc signal sensor based on chaotic Chua circuit, Estimation of a non-invertible moving average process: the case of overdifferencing, Extended ant colony optimization for non-convex mixed integer nonlinear programming, When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?, High-dimensional distribution generation through deep neural networks, On improving the least squares Monte Carlo option valuation method, Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances, Facilities layout generalized model solved by n-boundary shortest path heuristics, An alias method for sampling from the normal distribution, Computer simulation of particle aggregates during sedimentation, Global dynamics of stochastic predator-prey model with mutual interference and prey defense, Time-step dependent force interpolation scheme for suppressing numerical Cherenkov instability in relativistic particle-in-cell simulations, Comparing alternative tests of causality in temporal systems. Analytic results and experimental evidence, Generation of random sequences with jointly specified probability density and autocorrelation functions, Duals of multiplicative relationships involving beta and gamma random variables, Estimation of the signal-to-noise in the linear regression model, Weighted least-squares finite elements based on particle imaging velocimetry data, A hybrid parareal Monte Carlo algorithm for parabolic problems, Non-uniform random variate generation by the vertical strip method, Simulating multivariate nonnormal distributions, Pseudorandom vector generation using elliptic curves and applications to Wiener processes, Simple approximation of sample size for the bivariate normal, On simulation and properties of the stable law, A correlation and heuristic approach for obtaining production sequences requiring a minimum of tool replacements, A pilot Monte Carlo study of two sequential estimation procedures based on generalized U-statistics, Two kinds of moment ratio diagrams and their applications in hydrology, STUDYING THE BASIN OF CONVERGENCE OF METHODS FOR COMPUTING PERIODIC ORBITS, A numerical study of MIDACO on 100 MINLP benchmarks, A monte carlo study of alternative procedures for testing the hypothesis of parallelism for complete and incomplete growth curve data, Stable territory formation in ecology and its potential generality in pattern formations, A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method, Measurement error and ANCOVA: Functional and structural relationship approaches, A monte carlo study of the power of alternative tests under the generalized manova model, Gamma variates of fractional shape as functioials of a homogeneous multidimensional poisson process, Small sample properties of the maximum likelihood estimators of the parameters μ and σ from a grouped sample of a normal population, Estimation of the Moment Generating Function, An empirical study of the type I error rate and power for some selected normal-theory and nonparametric tests of the independence of two sets of variables, Bootstrapped and smoothed classification error rate estimators, On exponential and other random variable generators, Monte Carlo Simulation of Numerical Integration, How tumour-induced vascular changes alter angiogenesis: insights from a computational model, Monte Carlo study of forward stepwise discrimination based on small samples, Unnamed Item, Applications of the H-Function Distribution in Classifying & Fitting Classical Probability Distributions, A conservative eulerian-Lagrangian decomposition principle for the solution of multi-scale flow problems at high Schmidt or Prandtl numbers, Analysis and computation of probability density functions for a 1-D impulsively controlled diffusion process, Likelihood ratio test for one-sided hypothesis of covariance matrices of two normal populations, A comparison of estimators of variance components in a two–way balanced crossed classification random effects model, Third-order accurate initialization of volume fractions on unstructured meshes with arbitrary polyhedral cells, A proposal for a random Raman laser, ARMA MODELLING WITH NON-GAUSSIAN INNOVATIONS, In-phase and anti-phase synchronization in noisy Hodgkin-Huxley neurons, Polar sampler: a novel Bernoulli sampler using polar codes with application to integer Gaussian sampling, Multi-objective optimization with an adaptive resonance theory-based estimation of distribution algorithm, Complexity Questions in Non-Uniform Random Variate Generation, A two sample test of equality of coefficients of variation or relative errors, Simulation of fluid flow in hydrophobic rough microchannels, Variance reduction for normal variates in monte carlo studies, A simple generalization of the Box–Muller method for obtaining a pair of correlated standard normal variables, Robust statistics for testing mean vectors of multivariate distributions, Influence and evaluation of non‐ideal manufacturing process on the cogging torque of a permanent magnet excited synchronous machine, DIAGNOSTIC CHECKING ARMA TIME SERIES MODELS USING SQUARED-RESIDUAL AUTOCORRELATIONS, Estimation of Lognormal Distributions, A SIMPLE TEST FOR UNIFORMITY, A test of the mean square error criterion for shrinkage estimators, A Robust Test in the Multivariate Two-Sample Location Problem, An empirical comparison of two types of rank tests for the C-sample prgbteh in the univariate and bivariate cases, Unnamed Item, Adaptive robust estimation of location and scale parameters of symmetric populations, Constrained sample discrimination with the studentized classification statistic w, A comparison of alternative unit root tests, Recursive linear mixed models:some results on shared parameter estimation, Exact efficiencies of some robust estimators in sample survey, Nonparametric tests for scale shift at an unknown time point, A monte carlo study of robust estimators of location, On the distribution of the maximum of brownian bridges with application to regression with correlated errors, On identification of transfer function models by biased regression methods, A monte carlo study of successive difference analysis of growth curve data at random observation times, A power study of a rank transform for the two‐way classification model when interaction may be present, A note on the power of the durbin-watson test with 2SLS, Ridge and related estimation procedures: theory and practice, Strong, weak and false inverse power laws, How to pick a random integer matrix? (and other questions), A variable-selection heuristic for K-means clustering, The effect of non-normality on estimating the variance of the combined ratio estimate in complex surveys, Sampling studies with nonlinear simultaneous equations: a preliminary appraisal, A monte carlo comparison of some ridge and other biased estimators, On approximations to the inverse student’s-tdistribution function, A tow-stage procedure for testing homogeneity of means against ordered alternatives in analysis of variance with unequal variances, Implementation of the direct representation for the maximum likelihood estimator of a gaussian moving average process, An evaluation of some nonparametric multiple comparison procedures by Monte Carlo methods, The efficiency of Efron's “Bootstrap” Approach Applied to Error Rate Estimation in Discriminant Analysis, Adaptively combining independent jonckheere statistics in a randomized block design with unequal scales, Generation of pseudo-random numbers from given probabilistic distribution with the use of chaotic maps, Reservoir storage problem with independent normal inflows, Small sample results for partial classification with the studentized statistic W, Comparison of tests for the two-way layout, Generating autocorrelated pseudo-random numbers with specific distributions, On the analysis of incomplete growth curve data, a Monte Carlo study of two nonparametric procedures, Sampling Exactly from the Normal Distribution, On Box–Muller Transformation and Simulation of Normal Record Data, The rank transform in the two-sample location problem, Rotor dynamics behavior of turbo-expander involving droplet impact, Elements of a function analytic approach to probability, A study of the correlation technique of generalized spectral analysis, A comparison of the mixture and classification approaches to cluster analysis, A simple sequential criterion for testing a normal mean with unknown variance, Robust test for means when population variances are unequal, New simulation results for the calibration and inverse median estimation problems, A combinatorial method for the generation of normally distributed random numbers, Numerical Solution of Stochastic Differential Equations in Finance, EMERGENCE OF RANDOMNESS FROM CHAOS, A comparison of three invariant tests of additivity in two-way classifications with no replications, A generalization of the rank transform in the two-sample location problem, Additional comparisons of designs to estimate variance components in a two-way classification model, Velocity correlation considered as a ‘scale average’ in a hierarchical particle model of turbulence: Part I. Unbounded hierarchy, Distributions of the ratio of two ranges of samples from nonnormal populations, An investigation of the rank transform in the multivariate one- sample location problem, Three stage elimination type procedures for selecting the best normal population when variances are unknown, Simulation of thep-generalized Gaussian distribution, Generation of Continuous Multivariate Distributions for Statistical Applications, A monte carlo comparison of somet-tests, Modeling and Generating Stochastic Inputs for Simulation Studies, The linear regression model: Lpnorm estimation and the choice of p, Optimal Control of the Keilson-Storer Master Equation in a Monte Carlo Framework, Generation of random bivariate normal deviates and computation of related integrals, Allgemeiner Bericht über Monte-Carlo-Methoden, Entanglement in bipartite quantum systems: Euclidean volume ratios and detectability by Bell inequalities, Asymmetric restart in a stochastic climate model: A theoretical perspective to prevent the abnormal precipitation accumulation caused by global warming, Optimal pair-trading strategy over long/short/square positions—empirical study, An effect size for variance heterogeneity in meta-analysis, THE IDENTIFICATION OF SEASONAL AUTOREGRESSIVE MODELS, Sketching for a low-rank nonnegative matrix approximation: numerical study, A computer study of nonlinear standard curves in chemical and biological assays, Flow-induced diffusion in a packed lattice of squirmers, Second-order accurate normal reconstruction from volume fractions on unstructured meshes with arbitrary polyhedral cells, Vertical density representation and a further remark on the box-muller method, Distribution-free confidence intervals for Pr(X <Y) Based on independent samples of X and Y, MOCOKI: a Monte Carlo approach for optimal control in the force of a linear kinetic model, Score predictor factor analysis as a tool for the identification of single-item indicators, Stochastic modeling for describing crystallization droplets in water emulsion, A Lagrangian method for reactive transport with solid/aqueous chemical phase interaction, Data-driven games in computational mechanics, Stochastic Lagrangian dynamics of vorticity. Part 1. General theory for viscous, incompressible fluids, Unnamed Item, Fighting Enemies and Noise: Competition of Residents and Invaders in a Stochastically Fluctuating Environment, A Further VDR-type Density Representation Based on the Box-muller Method, Surrogate Population Models for Large-Scale Neural Simulations, Deterministic Simulation of Random Processes, Difference Methods for Stochastic Ordinary Differential Equations, On Multivariate Vertical Density Representation and its Application to Random Number Generation, ASIC Implementation of a Nonlinear Dynamical Model for Hippocampal Prosthesis, Switching regression analysis by fuzzy adaptive network, A study of the power of the rank transform test in a 23factorial experiment, Circumspheres of sets of n + 1 random points in the d-dimensional Euclidean unit ball (1 ≤ n ≤ d), Optimal pair-trading strategy over long/short/square positions—empirical study, Fractal Analysis of Pi Normality, Universal methods for generating random variables with a given characteristic function, The determinacy of the regression factor score predictor based on continuous parameter estimates from categorical variables, A Numerical Study of Gibbs u-Measures for Partially Hyperbolic Diffeomorphisms on T3, OPTIMAL IV ESTIMATION OF SYSTEMS WITH STOCHASTIC REGRESSORS AND VAR DISTURBANCES WITH APPLICATIONS TO DYNAMIC SYSTEMS, A monte carlo study of the LNstatistic for the multivariate nonparametric median and rank sum tests for two populations, Updating a discriminant function on the basis of unclassified data, Variance reduction in the study of a test concerning the behrens-fisher problem, A simple approach to the generation of uniformly distributed random variables with prescribed correlations, Issues in the Software Implementation of Stochastic Numerical Runge–Kutta, Efficient and Accurate Parallel Inversion of the Gamma Distribution, Robustness of confidence coefficients associated with tolerance limits