GENERATION OF NORMAL RANDOM VECTORS

[1] Anderson T. W., 1958, INTRO MULTIVARIATE S

[2] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02): : 610 - 611

[3] Faddeeva VM, 1959, COMPUTATIONAL METHOD

[4] LINEAR TRANSFORMATION TO A SET OF STOCHASTICALLY DEPENDENT NORMAL VARIABLES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1957, 52 (278) : 247 - 252

[5] A COMPARISON OF METHODS FOR GENERATING NORMAL DEVIATES ON DIGITAL COMPUTERS [J]. JOURNAL OF THE ACM, 1959, 6 (03) : 376 - 383

[6] WOLD H, 1955, RANDOM NORMAL DEVIAT

[1] Anderson T. W., 1958, INTRO MULTIVARIATE S

[2] A NOTE ON THE GENERATION OF RANDOM NORMAL DEVIATES [J]. ANNALS OF MATHEMATICAL STATISTICS, 1958, 29 (02): : 610 - 611

[3] Faddeeva VM, 1959, COMPUTATIONAL METHOD

[4] LINEAR TRANSFORMATION TO A SET OF STOCHASTICALLY DEPENDENT NORMAL VARIABLES [J]. JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1957, 52 (278) : 247 - 252

[5] A COMPARISON OF METHODS FOR GENERATING NORMAL DEVIATES ON DIGITAL COMPUTERS [J]. JOURNAL OF THE ACM, 1959, 6 (03) : 376 - 383

[6] WOLD H, 1955, RANDOM NORMAL DEVIAT