Two methods of conjoint summands of generating bivariate and trivariate normal pseudo-random numbers
DOI10.1080/00949655.2021.2005596OpenAlexW3216011312MaRDI QIDQ5083341FDOQ5083341
Authors: Piotr Sulewski 
Publication date: 22 June 2022
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949655.2021.2005596
Monte Carlo simulationbivariate normal samplesmultivariate Gaussian samplesmultivariate normal generatorstrivariate normal samples
Statistics (62-XX) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)
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