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

DOI10.1080/02331889708802576zbMATH Open0897.62018OpenAlexW2068658259MaRDI QIDQ4337767FDOQ4337767

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

Recommendations

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

standard normal distributionvertical density representationBox-Muller method

Mathematics Subject Classification ID

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

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)

• 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^*
• A New Approach of Box-Müller Method

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