A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method

DOI10.1080/02331889108802326zbMath0735.62014OpenAlexW2011845383MaRDI QIDQ3985829

Marvin D. Troutt

Publication date: 27 June 1992

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889108802326

zbMATH Keywords

Laplace densitydouble exponential densityBox-Muller simulation methoddensity of the density ordinate

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Characterization and structure theory of statistical distributions (62E10) Random number generation in numerical analysis (65C10)

Related Items (10)

Further results on multivariate vertical density representation and an application to random vector generation^* ⋮ Vertical density representation and a further remark on the box-muller method ⋮ Randomized statistical inference: a unified statistical inference frame of frequentist, fiducial, and Bayesian inference ⋮ A Further VDR-type Density Representation Based on the Box-muller Method ⋮ On Vertical Density Representation and Ordering of Distributions ⋮ On Multivariate Vertical Density Representation and its Application to Random Number Generation ⋮ Generation of multivariate distributions by vertical density representation ⋮ On a combination method of VDR and patchwork for generating uniform random points on a unit sphere ⋮ On the Student's \(t\)-distribution and the \(t\)-statistic ⋮ Non-uniform random variate generation by the vertical strip method

Cites Work

• A Note on the Generation of Random Normal Deviates
• Computer Generation of Random Variables: A Tutorial
• A Convenient Method for Generating Normal Variables
• Unnamed Item

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