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

doi:10.1080/02331889708802607

科研成果详情

发表状态	已发表Published
题名	On multivariate vertical density representation and its application to random number generation
作者	Kotz, Samuel 1; Fang, Kaitai3,4 ; Liang, Jiajuan2,4
发表日期	1997
发表期刊	Statistics
ISSN/eISSN	2331888
卷号	30 期号:2 页码:163-180
摘要	Motivated by the works of Troutt (1991, 1993) and Kotz and Troutt (1996), we provide a multivariate definition of the vertical density representation (vdr) and calculate its value for some basic multivariate distributions presented in Fang et al. (1990) and Johnson (1987). Utilizing the multivariate vdr and the theorem of Troutt (1993) we generalize the well-known Box-Muller method to generate the basic multivariate distributions.
关键词	Box-Muller method L1-norm symmetric distribution Lp-norm symmetric distribution Spherically symmetric distribution Vertical density representation
DOI	10.1080/02331889708802607
收录类别	SCIE
语种	英语English
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000071287100005
Scopus入藏号	2-s2.0-5244341885
引用统计	被引频次：5[WOS] [WOS记录] [WOS相关记录]
文献类型	期刊论文
条目标识符	https://repository.uic.edu.cn/handle/39GCC9TT/3366
专题	个人在本单位外知识产出
作者单位	1.University of Maryland, College Park, MD, United States 2.Hong Kong Baptist Univ. Acad. Sin., Beijing, China 3.Dept. of Mgmt. Sci. and Statistics, University of Maryland, College Park, MD 20742, United States 4.Hong Kong Baptist University, Faculty of Science, Department of Mathematics, Kowloon Tong, Hong Kong
推荐引用方式 GB/T 7714	Kotz, Samuel,Fang, Kaitai,Liang, Jiajuan. On multivariate vertical density representation and its application to random number generation[J]. Statistics, 1997, 30(2): 163-180.
APA	Kotz, Samuel, Fang, Kaitai, & Liang, Jiajuan. (1997). On multivariate vertical density representation and its application to random number generation. Statistics, 30(2), 163-180.
MLA	Kotz, Samuel,et al."On multivariate vertical density representation and its application to random number generation". Statistics 30.2(1997): 163-180.