|
|||||
|
|
Minutes of Committee of Presidents of Statistical Societies |
|
| Authors: | John R Michael William R Schucany Roy W Haas |
| Institution: | Dept. of Statistics , Southern Methodist Univ. , Dallas , TX , 75275 , USA |
| Abstract: | The general approach to generating random variates through transformations with multiple roots is discussed. Multinomial probabilities are determined for the selection of the different roots. An application of the general result yields a new and simple technique for the generation of variates from the inverse Gaussian distribution. |
| Keywords: | Linear models Best linear unbiased prediction Autocorrelated errors Transformation matrices |