On Multivariate Vertical Density Representation and its Application to Random Number Generation
DOI10.1080/02331889708802607zbMATH Open0921.62066OpenAlexW1973270551MaRDI QIDQ4375883FDOQ4375883
Samuel Kotz, Kai-Tai Fang, Jiajuan 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
Recommendations
spherically symmetric distributionvertical density representationBox-Muller methodL1-norm symmetric distributionLp-norm symmetric distribution
Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)
Cites Work
- A Note on the Generation of Random Normal Deviates
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- 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
- Multivariate \(\ell_ p\)-norm symmetric distributions
- On Vertical Density Representation and Ordering of Distributions
Cited In (6)
- 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*
- Title not available (Why is that?)
- Vertical density representation and its applications
- Generation of multivariate distributions by vertical density representation
- Non-uniform random variate generation by the vertical strip method
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