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Software Library: Random Bivariate Normal Data

✍ Scribed by NEVILLE HUNT


Book ID
111016384
Publisher
John Wiley and Sons
Year
1990
Tongue
English
Weight
138 KB
Volume
12
Category
Article
ISSN
0141-982X

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Random sampling from a truncated bivaria
✍ Khalaf E. Ahmad; Nagi S. Abd El-Hakim πŸ“‚ Article πŸ“… 1990 πŸ› Elsevier Science 🌐 English βš– 171 KB

A simple and easily implemented algorithm is presented for obtaining random variables from a truncated standard normal distribution. The algorithm is based on a generalization of Von Neumann's rejection technique. The first-stage sampling in our algorithm is from the truncated logistic distribution.