GENERATION OF MULTIVARIATE NORMAL SAMPLES WITH GIVEN SAMPLE-MEAN AND COVARIANCE-MATRIX

被引:16
作者
CHENG, RCH
机构
关键词
D O I
10.1080/00949658508810795
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
引用
收藏
页码:39 / 49
页数:11
相关论文
共 10 条
[1]   INVERSE DISTRIBUTIONS AND INDEPENDENT GAMMA-DISTRIBUTED PRODUCTS OF RANDOM VARIABLES [J].
AITCHISON, J .
BIOMETRIKA, 1963, 50 (3-4) :505-&
[2]   THE USE OF ANTITHETIC VARIATES IN COMPUTER-SIMULATIONS [J].
CHENG, RCH .
JOURNAL OF THE OPERATIONAL RESEARCH SOCIETY, 1982, 33 (03) :229-237
[3]  
CHENG RCH, 1984, UNPUB APPLIED STATIS
[4]  
CHENG RCH, 1981, WSC P 81, V1, P313
[5]  
KENDALL MG, 1961, ADV THEORY STATISTIC, V2
[6]  
ODELL PL, 1966, J AM STAT ASSOC, V61, P199
[7]  
Pullin D. I., 1979, Journal of Statistical Computation and Simulation, V9, P303, DOI 10.1080/00949657908810333
[8]   RANDOM ORTHOGONAL TRANSFORMATIONS AND THEIR USE IN SOME CLASSICAL DISTRIBUTION PROBLEMS IN MULTIVARIATE-ANALYSIS [J].
WIJSMAN, RA .
ANNALS OF MATHEMATICAL STATISTICS, 1957, 28 (02) :415-423
[9]   VARIANCE REDUCTION - THE CURRENT STATE [J].
WILSON, JR .
MATHEMATICS AND COMPUTERS IN SIMULATION, 1983, 25 (01) :55-59
[10]  
[No title captured]