On computer generation of random vectors by transformations of uniformly distributed vectors
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Publication:580870
DOI10.1007/BF02310103zbMath0626.65005MaRDI QIDQ580870
Publication date: 1987
Published in: Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02310103
random vector generation; Comparisons; multivariate normal or t-distributed vectors; q-exponential random vectors; uniformly distributed vectors
65C10: Random number generation in numerical analysis
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