Multivariate Distributions

Luc Devroye
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Luc Devroye: McGill University, School of Computer Science

Chapter Chapter Eleven in Non-Uniform Random Variate Generation, 1986, pp 554-610 from Springer

Abstract: Abstract In section V.4, we have discussed in great detail how one can efficiently generate random vectors in R d with radially symmetric distributions. Included in that section were methods for generating random vectors uniformly distributed in and on the unit sphere C d of R d .

Date: 1986
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DOI: 10.1007/978-1-4613-8643-8_11

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