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

doi:10.1080/02331889708802607

Details of Research Outputs

Status	已发表Published
Title	On multivariate vertical density representation and its application to random number generation
Creator	Kotz, Samuel 1; Fang, Kaitai3,4 ; Liang, Jiajuan2,4
Date Issued	1997
Source Publication	Statistics
ISSN	2331888
Volume	30 Issue:2 Pages:163-180
Abstract	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.
Keyword	Box-Muller method L1-norm symmetric distribution Lp-norm symmetric distribution Spherically symmetric distribution Vertical density representation
DOI	10.1080/02331889708802607
Indexed By	SCIE
Language	英语English
WOS Research Area	Mathematics
WOS Subject	Statistics & Probability
WOS ID	WOS:000071287100005
Scopus ID	2-s2.0-5244341885
Citation statistics	Cited Times:5[WOS] [WOS Record] [Related Records in WOS]
Document Type	Journal article
Identifier	http://repository.uic.edu.cn/handle/39GCC9TT/3366
Collection	Research outside affiliated institution
Affiliation	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
Recommended Citation 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.

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