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 ...
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 ...
What algorithms are used in modern and good-quality random number generators?
Which methods are used for testing random variate generation algorithms?