On the generation of N (μ, ∑)-distributed random vectors by N (0,1)-distributed random numbers

DOI10.1002/BIMJ.19760180604zbMath0336.65003OpenAlexW2082950226MaRDI QIDQ4104795

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Publication date: 1976

Published in: Biometrische Zeitschrift (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/bimj.19760180604

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Probability distributions: general theory (60E05) Random number generation in numerical analysis (65C10)

Related Items (1)

A supplement to sowey's bibliography on random number generation and related topics

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