On the Generation of Normal Random Vectors,

Abstract

The simulation of a process may require the use of sampling techniques involving the generation of random vectors from a multivariate normal population with a specified variance-covariance matrix. This is an expository paper which discusses two methods for generating such vectors. (Author)

Document Details

Document Type
Technical Report
Publication Date
Nov 21, 1960
Accession Number
AD0726038

Entities

People

  • D. L. Stoller
  • E. M. Scheuer

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Collecting Methods
  • Computing-Related Activities
  • Covariance
  • Data Science
  • Demographic Cohorts
  • Demography
  • Information Science
  • Interdisciplinary Science
  • Mathematical Analysis
  • Mathematics
  • Sampling
  • Simulations

Fields of Study

  • Mathematics

Readers

  • Statistical inference.