ON MULTIVARIATE VERTICAL DENSITY REPRESENTATION AND ITS APPLICATION TO RANDOM NUMBER GENERATION

Authors
KOTZ S FANG KT LIANG JJ
Citation
S. Kotz et al., ON MULTIVARIATE VERTICAL DENSITY REPRESENTATION AND ITS APPLICATION TO RANDOM NUMBER GENERATION, Statistics, 30(2), 1997, pp. 163-180
Citations number
8
Journal title
Statistics → ACNP
ISSN journal
02331888
Volume
30
Issue
2
Year of publication
1997
Pages
163 - 180
Database
ISI
SICI code
0233-1888(1997)30:2<163:OMVDRA>2.0.ZU;2-T
Abstract
Motivated by the works of Troutt (1991, 1993) and Kotz and Troutt (199 6), we provide a multivariate definition of the vertical density repre sentation (vdr) and calculate its value for some basic multivariate di stributions presented in Fang et al. (1990) and Johnson (1987). Utiliz ing the multivariate vdr and the theorem of Troutt (1993) we generaliz e the well-known Box-Muller method to generate the basic multivariate distributions.