On computer generation of random vectors by transformations of uniformly distributed vectors (Q580870)
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scientific article; zbMATH DE number 4018205
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On computer generation of random vectors by transformations of uniformly distributed vectors |
scientific article; zbMATH DE number 4018205 |
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On computer generation of random vectors by transformations of uniformly distributed vectors (English)
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1987
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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.
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random vector generation
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uniformly distributed vectors
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q-exponential random vectors
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multivariate normal or t-distributed vectors
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Comparisons
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