A Further VDR-type Density Representation Based on the Box-muller Method

DOI10.1080/02331889708802576zbMath0897.62018OpenAlexW2068658259MaRDI QIDQ4337767

Wan-Kai Pang, Marvin D. Troutt

Publication date: 27 May 1997

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331889708802576

zbMATH Keywords

standard normal distributionvertical density representationBox-Muller method

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Statistical distribution theory (62E99)

Related Items

Further results on multivariate vertical density representation and an application to random vector generation^*

Cites Work

• A Note on the Generation of Random Normal Deviates
• A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method
• Vertical density representation and a further remark on the box-muller method