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

DOI10.1080/02331880108802748zbMath1011.62055OpenAlexW1984713129MaRDI QIDQ4547516

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Publication date: 11 June 2003

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331880108802748

zbMATH Keywords

random vector generationmultivariate normal distributionsvertical density representation

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

Related Items (3)

Randomized statistical inference: a unified statistical inference frame of frequentist, fiducial, and Bayesian inference ⋮ Center-similar distributions with applications in multivariate analysis. ⋮ On a combination method of VDR and patchwork for generating uniform random points on a unit sphere

Cites Work

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• 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
• 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
• Pseudorandom vector generation by the inversive method
• On the Spherical Approach to the Normal Distribution Law

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