arrow
返回

Box–Muller transformation

delete2011-01-28
delete0
PRE
AI
DOI:10.1002/wics.148delete
delete原文链接
delete原文求助
delete分享
delete收藏
摘要

摘要

En 中文
AbstractThe generation of pseudo‐random numbers is critical for modern statistical computing. Given any of the well‐tested pseudo‐random generators for the uniform distribution, the probability integral transform may be employed to provide an exact algorithm for transformation to any desired probability distribution. However, if the cumulative distribution function does not afford a simple form, then this strategy is not effective. In particular, the cumulative distribution function of the normal density is not easy to work within this framework. This article describes the ingenious transformation described by Box and Muller in 1958. WIREs Comp Stat 2011 3 177–179 DOI: 10.1002/wics.148This article is categorized under: Algorithms and Computational Methods > Random Number Generation
AI总结

AI总结

对已上传原文的论文进行重点信息的提取,主要内容包括:简要概述、研究摘要、背景介绍、关键亮点、图文解析、展望与总结。

期刊

暂无期刊信息

机构

暂无机构信息
引用论文

引用论文

暂无论文信息