DocumentCode
943959
Title
A note on the construction of a multivariate normal sample
Author
Marsaglia, G.
Volume
3
Issue
2
fYear
1957
fDate
6/1/1957 12:00:00 AM
Firstpage
149
Lastpage
149
Abstract
This note points out the superfluity of a method of Stein and Storer for constructing a multivariate normal sample, and suggests a simple alternative.
Keywords
Covariance matrix; Gaussian distribution; Random variables; Stochastic processes; Vectors;
fLanguage
English
Journal_Title
Information Theory, IRE Transactions on
Publisher
ieee
ISSN
0096-1000
Type
jour
DOI
10.1109/TIT.1957.1057410
Filename
1057410
Link To Document