A Further VDR-type Density Representation Based on the Box-muller Method

DOI10.1080/02331889708802576MaRDI QIDQ4337767zbMATHOpenAlexFDO

Authors Marvin D. Troutt, Wankai Pang

Publication date 27 May 1997

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889708802576

zbMATH Keywords

standard normal distributionvertical density representationBox-Muller method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Statistical distribution theory (62E99)

Recommendations

• Vertical density representation and a further remark on the box-muller method
• On Multivariate Vertical Density Representation and its Application to Random Number Generation
• Further results on multivariate vertical density representation and an application to random vector generation^*

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
• Vertical density representation and a further remark on the box-muller method

Cited in

(3)

• A New Approach of Box-Müller Method
• Vertical density representation and a further remark on the box-muller method
• Further results on multivariate vertical density representation and an application to random vector generation^*

This page was built for publication: A Further VDR-type Density Representation Based on the Box-muller Method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4337767)