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A Further VDR-type Density Representation Based on the Box-muller Method

 

作者: Marvin D. Troutt,   W. K. Pang,  

 

期刊: Statistics  (Taylor Available online 1997)
卷期: Volume 29, issue 1  

页码: 101-108

 

ISSN:0233-1888

 

年代: 1997

 

DOI:10.1080/02331889708802576

 

出版商: Taylor & Francis Group

 

关键词: Vertical density representation;Box-Muller method;standard normal distribution

 

数据来源: Taylor

 

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.

 

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