Accession Number : AD0726038

Title :   On the Generation of Normal Random Vectors,

Corporate Author : RAND CORP SANTA MONICA CALIF

Personal Author(s) : Scheuer,E. M. ; Stoller,D. L.

Report Date : 21 NOV 1960

Pagination or Media Count : 8

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 :   (*MULTIVARIATE ANALYSIS, RANDOM VARIABLES), PROBABILITY DENSITY FUNCTIONS, MATRICES(MATHEMATICS), STOCHASTIC PROCESSES, NUMERICAL ANALYSIS, SAMPLING, SIMULATION

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE