Procedures to generate random matrices with noncentral distributions

DOI10.1080/03610927408827169zbMath0286.62034OpenAlexW2037844529MaRDI QIDQ4773159

Dallas E. Johnson, Victor Hegemann

Publication date: 1974

Published in: Communications in Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610927408827169

Mathematics Subject Classification ID

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

Related Items (3)

The distribution of the ratio of independent central wishart determinants ⋮ Direct methods for generating extreme characteristic roots of certain random matrices ⋮ Generation of Continuous Multivariate Distributions for Statistical Applications

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