On Multivariate Vertical Density Representation and its Application to Random Number Generation

DOI10.1080/02331889708802607zbMath0921.62066OpenAlexW1973270551MaRDI QIDQ4375883

Samuel Kotz, Kai-Tai Fang, Jia-Juan Liang

Publication date: 3 March 1998

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802607

zbMATH Keywords

spherically symmetric distributionvertical density representationBox-Muller methodL1-norm symmetric distributionLp-norm symmetric distribution

Mathematics Subject Classification ID

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

Related Items

Further results on multivariate vertical density representation and an application to random vector generation^*, Generation of multivariate distributions by vertical density representation

Cites Work

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• Multivariate \(\ell_ p\)-norm symmetric distributions
• 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
• On Vertical Density Representation and Ordering of Distributions