Generation of Continuous Multivariate Distributions for Statistical Applications

DOI10.1080/01966324.1984.10737145zbMath0565.62008OpenAlexW2319160235WikidataQ58117384 ScholiaQ58117384MaRDI QIDQ3680056

Mark E. Johnson, Chiang Wang, John S. Ramberg

Publication date: 1984

Published in: American Journal of Mathematical and Management Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01966324.1984.10737145

zbMATH Keywords

Algorithmsmultivariate normalCauchyJohnson systemGumbelBurrbeta-Stacyelliptically contouredMorgensternAliKhintchine distributionsPlackett

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10)

Related Items (1)

Estimation of error rate for linear discriminant functions by resampling: Non-Gaussian populations

Uses Software

• LINPACK

Cites Work

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• On methods for generating uniform random points on the surface of a sphere
• On the theory of elliptically contoured distributions
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• A class of bivariate distributions including the bivariate logistic
• Note on the multivariate Burr's distribution
• Metric spaces and completely monontone functions
• A Note on the Generation of Random Normal Deviates
• A note on a method for generating points uniformly on n -dimensional spheres
• A Complete Guide to Gamma Variate Generation
• Inference in contingency tables with ordered categories using Plackett's coefficient of association for bivariate distributions
• Elliptically Symmetric Distributions: A Review and Bibliography
• Constructing and simulating multivariate distributions using khintchine's theorem
• The johnson translation system in monte carlo studies
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
• Procedures to generate random matrices with noncentral distributions
• A Convenient Method for Generating Normal Variables
• A Generalization of the Gamma Distribution
• Remarks on a Multivariate Transformation
• Cumulative Frequency Functions

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