Generation of multivariate distributions by vertical density representation

Statistics

Volumn 35, Issue 3, 2001, Pages 281-293

  Fang, Kai Tai ^a   Yang, Zhenhai ^b   Kotz, Samuel ^c  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

^b BEIJING UNIVERSITY OF TECHNOLOGY   (China)

^c GEORGE WASHINGTON UNIVERSITY   (United States)

Author keywords

Generation of distributions; Monte Carlo methods; Uniform distribution; Vertical density representation

Indexed keywords

EID: 0009943948     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331880108802737     Document Type: Article

References (10)

1. Devroye, L. (1986) Non-Uniform Random Numbers Variate Generation. Springer-Verlag, New York.
2. Fasiman, G. S. (1996) Monte Carlo: Concept, Algorithm and Applications. Springer-Verlag, New York.
3. Fang, K. T. and Wang, Y. (1994) Number-theoretic Methods in Statistics. Chapman and Hall, London.
4. Johnson, M. E. (1987) Multivariate Statistical Simulation. Wiley, New York.
5. Kotz, S., Fang, K. T. and Liang, J. J. (1997) On multivariate vertical density representation and its application to random number generation. Statistics, 30, 163-180.
6. Kotz, S. and Troutt, M. D. (1996) Vertical density representation. Statistics, 28(3), 241-247.
7. Pearson, C. E. (1974) Handbook of Applied Mathematics, Van Hostrand Reinhold Company, New York.
8. Tashiro, Y. (1977) On the methods for generating uniform points on the surface of a sphere. Annals of Institute of Statistical Mathematics, 29, 295-300.
9. Troutt, M. D. (1991) A Theorem on the Density of the Density Ordinate and an Alternative Interpretation of the Box-Muller method. Statistics, 22(3), 463-466.
10. Troutt, M. D. (1993) Vertical Density Representation and a Further Remark on the Box-Meller Method. Statistics, 24, 81-83.