On simulation of normal records
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Publication:5087513
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
normal distributionrecordsvariance-covariance matrixrejection methodgeneration techniquesinverse-transform methodelapsed time
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Uses Software
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
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