On Box–Muller Transformation and Simulation of Normal Record Data

DOI10.1080/03610918.2014.950872zbMath1349.62012OpenAlexW1972387663MaRDI QIDQ2828777

Xiaojun Zhu, Hon-Yiu So, Narayanaswamy Balakrishnan

Publication date: 26 October 2016

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2014.950872

zbMATH Keywords

variance-covariance matrixKolmogorov-Smirnov testbest linear unbiased estimateslower recordsupper recordsBox-Muller algorithm

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Exact distribution theory in statistics (62E15)

Related Items (9)

Simulation of gamma records ⋮ On simulation of weak records ⋮ On simulation of normal records ⋮ Generation of records obtained from sequences of independent and non-identically distributed variables ⋮ North-east bivariate records ⋮ Discrete records: limit theorems for their spacings and generation methods ⋮ Bayesian estimation and prediction based on lognormal record values ⋮ On the mathematical theory of records ⋮ Generating large sequences of normal maxima via record values

Cites Work

• On the normal record values and associated inference
• Record values and maxima
• A Note on the Generation of Random Normal Deviates

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