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
Descriptors:
Subject Categories:
- Statistics and Probability