Generation Of Pseudorandom Numbers With Specified Univariate Distributions And Correlation Coefficients

IEEE Transactions on Systems, Man and Cybernetics

Volumn SMC-5, Issue 5, 1975, Pages 557-561

  Ted Li, Shing ^a   Hammond, Joseph L ^b  

^a Navy Electronics Laboratories ^*  (United States)

^b GEORGIA INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

PROBABILITY;

EID: 0016551989     PISSN: 00189472     EISSN: 21682909     Source Type: Journal    
DOI: 10.1109/TSMC.1975.5408380     Document Type: Article

References (10)

1. S. Stein and J.E. Stover, “Generating a Gaussian sample,” IRE Trans. Inform. Theory, vol. IT-2, pp. 87–90, June 1956.
2. W.J. Moonan, “Linear transformation to a set of stochastically dependent normal variables,” J. Amer. Statist. Ass., vol. 52, pp. 247–252, 1957.
3. D.A. Conner and J.L. Hammond, “Generation and evaluation of ten pseudorandom sequences with prescribed distribution and covariance functions,” in Proc. 1972 Southeastern Systems Symp., 1972, pp. 172–176.
4. N.A. Broste, “Digital generation of random sequences,” IEEE Trans. Automat. Contr., vol. AC-16, pp. 213–214, Apr. 1971.
5. V.G. Gugar and R.J. Kavanagh, “Generation of random signals with specified probability density functions and power density spectra,” IEEE Trans. Automat. Contr., vol. AC-13, pp. 716–719, Dec. 1968.
6. G.E.P. Box and M.E. Muller, “A note on the generation of random normal deviates,” Ann. Math. Statist., vol. 29, pp. 610–611, 1958.
7. R.F. Baum, “The correlation function of smoothly limited Gaussian noise,” IRE Trans. Inform. Theory, vol. IT-3, pp. 193–197, Sept. 1957.
8. A. Ralston, A First Course in Numerical Analysis. New York: McGraw-Hill, 1965, pp. 329–333.
9. S.T. Li, “Computer-aided tolerance assignment and analysis,” Ph.D. dissertation, Georgia Inst. Technol., May 1974.
10. G.M. Jenkins and D.G. Watts, Spectral Analysis and Its Applications. San Francisco: Holden-Day, 1968, pp. 99–103.