On multivariate vertical density representation and its application to random number generation

Statistics

Volumn 30, Issue 2, 1997, Pages 163-180

  Kotz, Samuel ^a   Fang, Kai Tai ^b   Liang, Jia Juan ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Box Muller method; L1 norm symmetric distribution; Lp norm symmetric distribution; Spherically symmetric distribution; Vertical density representation

Indexed keywords

EID: 5244341885     PISSN: 02331888     EISSN: None     Source Type: Journal    
DOI: 10.1080/02331889708802607     Document Type: Article

References (8)

1. Box, G. E. P. and Muller, M. E. (1958) A note on the Generation of Random Normal Deviates. Ann. math. Statist., 29, 610-611.
2. Fang, K. T., Kotz, S. and Ng, K. W. (1990) Symmetric Multivariate and Related Distributions. London, Chapman and Hall.
3. Johnson, N. L. and Kotz, S. (1972) Continuous Multivariate Distributions. New York: Wiley.
4. Johnson, M. E. (1987) Multivariate Statistical Simulation. John Wiley and Sons, New York.
5. Kotz, S. and Troutt, M. D. (1996) Vertical Density Representation. Statistics, 28(3), 1996.
6. p-Norm Symmetric Distributions. Statist, and Prob. Letters, 24, 281-288.
7. Troutt, M. D. (1991) A Theorem on the Density of the Density Ordinate and an Alternative Interpretation of the Box-Muller Method. Statistics, 29(3), 463-466.
8. Troutt, M. D. (1993) Vertical Density Representation and a Further Remark on the Box-Muller Method. Statistics, 24, 81-83.