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Vertical density representation and a further remark on the box-muller method

 

作者: Marvin D. Troutt,  

 

期刊: Statistics  (Taylor Available online 1993)
卷期: Volume 24, issue 1  

页码: 81-83

 

ISSN:0233-1888

 

年代: 1993

 

DOI:10.1080/02331888308802391

 

出版商: Gordon and Breach Science Publishers S.A.

 

关键词: Density representation;normal variate generation;Box-Muller method

 

数据来源: Taylor

 

摘要:

Summary. In an earlier nsner a theorem on the density of the density ordinate itself was obtained and used to provide an alternative proof of the Box-Muller method for the generation of Normal deviates. A more general theorem on what may be called vertical density representation is given here, The Box-Muller method requires using two uniform random numbers to produce two Normal deviates, If a method using only one uniform random number may be regarded as an ultimate method, then evidence is provided here that this limit cannot be achieved via such methods

 

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