A further VDR-type density representation based on the Box-Muller method

被引：1

作者：

Troutt, MD ^{[1
]}

Pang, WK ^{[1
]}

机构：

[1] HONG KONG POLYTECH UNIV,DEPT MATH APPL,KOWLOON,HONG KONG

来源：

STATISTICS | 1997年 / 29卷 / 01期

关键词：

vertical density representation; Box-Muller method; standard normal distribution;

D O I：

10.1080/02331889708802576

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In recent papers a concept called vertical density representation was derived from the well-known Box-Muller method for generating normally distributed deviates. In this paper we show that this method may be regarded as one particular solution to a density composition equation. We then derive a second such solution. We also illustrate an extension of the method to certain normal-like densities.

引用

页码：101 / 108

页数：8

共 44 条

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