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- D. F. Andrews
- Bell Laboratories and University of Toronto
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- C. L. Mallows
- Bell Laboratories
書誌事項
- 公開日
- 1974-09-01
- 権利情報
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- https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model
- DOI
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- 10.1111/j.2517-6161.1974.tb00989.x
- 公開者
- Oxford University Press (OUP)
この論文をさがす
説明
<jats:title>Summary</jats:title> <jats:p>This paper presents necessary and sufficient conditions under which a random variable X may be generated as the ratio Z/V where Z and V are independent and Z has a standard normal distribution. This representation is useful in Monte Carlo calculations. It is established that when 1/2V 2 is exponential, X is double exponential; and that when 1/2V has the asymptotic distribution of the Kolmogorov distance statistic, X is logistic.</jats:p>
収録刊行物
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- Journal of the Royal Statistical Society Series B: Statistical Methodology
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Journal of the Royal Statistical Society Series B: Statistical Methodology 36 (1), 99-102, 1974-09-01
Oxford University Press (OUP)