On computer generation of random vectors by transformations of uniformly distributed vectors

DOI10.1007/BF02310103zbMath0626.65005OpenAlexW1490888515MaRDI QIDQ580870

V.S.Stefănescu, Ion Vaduva

Publication date: 1987

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02310103

zbMATH Keywords

random vector generationComparisonsmultivariate normal or t-distributed vectorsq-exponential random vectorsuniformly distributed vectors

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10)

Related Items (2)

Transformations and random variate generation:generalised ratio-of-uniforms methods ⋮ A sweep-plane algorithm for generating random tuples in simple polytopes

Cites Work

• New methods for generating Student's t and gamma variables
• Computer Generation of Random Variables Using the Ratio of Uniform Deviates
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