Tagged Questions
4
votes
1answer
925 views
Generating values from a multivariate Gaussian distribution
I am currently trying to simulate values of a N-dimensional random variable $X$ that has a multivariate normal distribution with mean vector $\mu = (\mu_1,...,\mu_N)^T$ and covariance matrix $S$.
I ...
5
votes
2answers
179 views
Generating random samples from a density function
How does a computer algorithm set up to take as input an arbirary bivariate probability density function, generate pairs of numbers from that distribution? I have found a routine called simcontour ...
8
votes
3answers
435 views
Pseudo-random number generation algorithms
What algorithms are used in modern and good-quality random number generators?
6
votes
8answers
477 views
Testing random variate generation algorithms
Which methods are used for testing random variate generation algorithms?
