Accession Number:

AD0726038

Title:

On the Generation of Normal Random Vectors,

Descriptive Note:

Corporate Author:

RAND CORP SANTA MONICA CALIF

Personal Author(s):

Report Date:

1960-11-21

Pagination or Media Count:

8.0

Abstract:

The simulation of a process may require the use of sampling techniques involving the generation of random vectors from a multivariate normal population with a specified variance-covariance matrix. This is an expository paper which discusses two methods for generating such vectors. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE