Random sampling from a truncated bivariate normal distribution

DOI10.1016/0893-9659(90)90124-TzbMath0706.60014MaRDI QIDQ918557

Khalaf E. Ahmad, Nagi S. Abd-el-Hakim

Publication date: 1990

Published in: Applied Mathematics Letters (Search for Journal in Brave)

zbMATH Keywords

bivariate normal distributionsgenerating normal random variablesvon Neumann's rejection technique

Mathematics Subject Classification ID

Random number generation in numerical analysis (65C10) Distribution theory (60E99)

Related Items (1)

Random sampling from a truncated multivariate normal distribution

Cites Work

• A Note on the Generation of Random Normal Deviates
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