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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