IDEAS home Printed from https://ideas.repec.org/p/ags/uwapdp/232288.html
   My bibliography  Save this paper

A Multivariate Normal Random Number Generator

Author

Listed:
  • Pannell, David J

Abstract

No abstract is available for this item.

Suggested Citation

  • Pannell, David J, 1988. "A Multivariate Normal Random Number Generator," Discussion Papers 232288, University of Western Australia, School of Agricultural and Resource Economics.
    • Handle: RePEc:ags:uwapdp:232288
    DOI: 10.22004/ag.econ.232288
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/232288/files/uwa-discussionpapers-005-088.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.232288?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    References listed on IDEAS

    as
    1. J. D. Beasley & S. G. Springer, 1977. "The Percentage Points of the Normal Distribution," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 26(1), pages 118-121, March.
    2. B. A. Wichmann & I. D. Hill, 1982. "An Efficient and Portable Pseudo‐Random Number Generator," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 31(2), pages 188-190, June.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Arellano, Manuel & Carrasco, Raquel, 2003. "Binary choice panel data models with predetermined variables," Journal of Econometrics, Elsevier, vol. 115(1), pages 125-157, July.
    2. A. Yalta & A. Yalta, 2010. "Should Economists Use Open Source Software for Doing Research?," Computational Economics, Springer;Society for Computational Economics, vol. 35(4), pages 371-394, April.
    3. Franz, Wolfgang & Göggelmann, Klaus & Schellhorn, Martin & Winker, Peter, 1998. "Quasi-Monte Carlo Methods in Stochastic Simulations: An Application to Fiscal Policy Simulations using an Aggregate Disequilibrium Model of the West German Economy," ZEW Discussion Papers 98-03, ZEW - Leibniz Centre for European Economic Research.
    4. Maria Giuseppina Bruno & Antonio Grande, "undated". "Un nuovo algoritmo di inversione della distribuzione normale standardizzata e sue applicazioni finanziarie," Working Papers 131/14, Sapienza University of Rome, Metodi e Modelli per l'Economia, il Territorio e la Finanza MEMOTEF.
    5. Yalta, A. Talha, 2007. "The Numerical Reliability of GAUSS 8.0," The American Statistician, American Statistical Association, vol. 61, pages 262-268, August.
    6. Lihua Zhang & Weiguo Zhang & Weijun Xu & Xiang Shi, 2014. "A Modified Least-Squares Simulation Approach to Value American Barrier Options," Computational Economics, Springer;Society for Computational Economics, vol. 44(4), pages 489-506, December.
    7. Huifen Chen, 2001. "Initialization for NORTA: Generation of Random Vectors with Specified Marginals and Correlations," INFORMS Journal on Computing, INFORMS, vol. 13(4), pages 312-331, November.
    8. Uditha Balasooriya & Sutaip. L. C. Saw, 1999. "A note on approximate moments of progressively censored order statistics," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 117-130.
    9. R. Guo & C. E. Love, 1994. "Simulating nonhomogeneous poisson processes with proportional intensities," Naval Research Logistics (NRL), John Wiley & Sons, vol. 41(4), pages 507-522, June.
    10. Thomas Fung & Eugene Seneta, 2018. "Quantile Function Expansion Using Regularly Varying Functions," Methodology and Computing in Applied Probability, Springer, vol. 20(4), pages 1091-1103, December.
    11. Lingling Xu & Hongjie Zhang & Fu Lee Wang, 2023. "Pricing of Arithmetic Average Asian Option by Combining Variance Reduction and Quasi-Monte Carlo Method," Mathematics, MDPI, vol. 11(3), pages 1-14, January.
    12. Ding, Cherng G., 1999. "An efficient algorithm for computing quantiles of the noncentral chi-squared distribution," Computational Statistics & Data Analysis, Elsevier, vol. 29(3), pages 253-259, January.

    More about this item

    Keywords

    Research Methods/ Statistical Methods;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:uwapdp:232288. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/aruwaau.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.