A Convenient Method for Generating Normal Variables
From MaRDI portal
Publication:5329405
DOI10.1137/1006063zbMath0125.08001OpenAlexW2023439666MaRDI QIDQ5329405
Publication date: 1964
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/1006063
Related Items
Allgemeiner Bericht über Monte-Carlo-Methoden ⋮ Synthetic topology in Homotopy Type Theory for probabilistic programming ⋮ A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method ⋮ Generation of pseudo-random numbers with the use of inverse chaotic transformation ⋮ An empirical bayes approach to estimating the probability of correct selection ⋮ Monte Carlo methods ⋮ Computer generation of random variates from the tail of t and normal distributions ⋮ Inflated statistical significance of student'sttest associated with small intersubject correlation ⋮ Nonparametric estimation of random effects densities in a linear mixed-effects model with Fourier-oscillating noise density ⋮ Families of neighbour designs and their analysis ⋮ Properties of two tests for outliers in multivariate data ⋮ An acceptance-complement analogue of the mixture-plus-acceptance-rejection method for generating random variables ⋮ Computer methods for efficient sampling from largely arbitrary statistical distributions ⋮ A dynamic mesh refinement technique for lattice Boltzmann simulations on octree-like grids ⋮ Lifting and separation procedures for the cut polytope ⋮ Generating the maximum of independent identically distributed random variables ⋮ On a generation of normal pseudo-random numbers ⋮ Least squares with inequality restrictions: a symmetric positive-definite linear complementarity problem algorithm ⋮ Truncation error analysis in computing of SEP and SEP floor for partially coherent receiver of MPSK signals over composite fading channels ⋮ The ACR method for generating normal random variables ⋮ A simulation experiment for comparing tests of regression transformation ⋮ A family of enhanced Lehmer random number generators, with hyperplane suppression, and direct support for certain physical applications ⋮ A monte carlo study of robust and least squares response surface methods ⋮ On the symmetry properties of a random passive scalar with and without boundaries, and their connection between hot and cold states ⋮ On the meanL1-error in the heteroscedastic deconvolution problem with compactly supported noises ⋮ The Series Method for Random Variate Generation and Its Application to the Kolmogorov-Smirnov Distribution ⋮ An empirical comparison of two types of rank tests for the C-sample prgbteh in the univariate and bivariate cases ⋮ Generating low-discrepancy sequences from the normal distribution: Box-Muller or inverse transform? ⋮ A paired compositions model for round-robin experiments ⋮ Two separate effects of variance heterogeneity on the validity and power of significance tests of location ⋮ A study of 64-bit multipliers for Lehmer pseudorandom number generators ⋮ Two new approaches to robust estimation in time series ⋮ Fourier analysis of random sequences ⋮ Enhanced diffusivity and skewness of a diffusing tracer in the presence of an oscillating wall ⋮ Calibration of financial models using quasi-Monte Carlo ⋮ A monte carlo study of some multivariate nonparametric statistics for profile analysis of several samples† ⋮ Conditional Probabilities of RejectingH0by Pooled and Separate-VariancestTests Given Heterogeneity of Sample Variances ⋮ On improving the least squares Monte Carlo option valuation method ⋮ The Hubness Phenomenon: Fact or Artifact? ⋮ Cycle regression analysis: Simultaneous estimation of trigonometric components of a time series ⋮ Persisting asymmetry in the probability distribution function for a random advection-diffusion equation in impermeable channels ⋮ A combinatorial method for the generation of normally distributed random numbers ⋮ Efficient and Accurate Parallel Inversion of the Gamma Distribution ⋮ Simulation of thep-generalized Gaussian distribution ⋮ Generation of Continuous Multivariate Distributions for Statistical Applications ⋮ Linear interpolation of stationary processes from the signs of their derivatives ⋮ Modeling and Generating Stochastic Inputs for Simulation Studies ⋮ On the robust rank analysis of linear models with nonsymmetric error distributions