On computer generation of random vectors by transformations of uniformly distributed vectors (Q580870)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On computer generation of random vectors by transformations of uniformly distributed vectors
scientific article

    Statements

    On computer generation of random vectors by transformations of uniformly distributed vectors (English)
    0 references
    0 references
    1987
    0 references
    The paper discusses a general method of computer generation of random vectors based on transformations of uniformly distributed vectors. This method is then applied to build up efficient algorithms for generating q- exponential random vectors and multivariate normal or t-distributed vectors. Comparisons and connections with other similar algorithms are also presented.
    0 references
    random vector generation
    0 references
    uniformly distributed vectors
    0 references
    q-exponential random vectors
    0 references
    multivariate normal or t-distributed vectors
    0 references
    Comparisons
    0 references
    0 references
    0 references

    Identifiers