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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