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  • https://doi.org/10.1007/bf02310103Copy DOI Icon

On computer generation of random vectors by transformations of uniformly distributed vectors

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Abstract

The paper discusses a general method of computer generation of random vectors based on transformations of uniformly distributed vectors. This method is then applied to build up efficient algorithms for generatingq-exponential random vectors and multivariate normal ort-distributed vectors. Comparisons and connections with other similar algorithms are also presented.

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