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On simulation of normal records

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Publication:5087513
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DOI10.1080/03610918.2018.1457692OpenAlexW2801251007MaRDI QIDQ5087513

Alexei Stepanov, A. I. Pakhteev

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2018.1457692


zbMATH Keywords

normal distributionrecordsvariance-covariance matrixrejection methodgeneration techniquesinverse-transform methodelapsed time


Mathematics Subject Classification ID

Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (3)

Generation of records obtained from sequences of independent and non-identically distributed variables ⋮ North-east bivariate records ⋮ On the mathematical theory of records


Uses Software

  • AS 241


Cites Work

  • Simulation of gamma records
  • Records with confirmation
  • Numbers of near bivariate record-concomitant observations
  • Records via probability theory
  • Concomitants of records: limit results, generation techniques, correlation
  • On the normal record values and associated inference
  • On Box–Muller Transformation and Simulation of Normal Record Data
  • Unnamed Item
  • Unnamed Item


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