On simulation of normal records |
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Authors: | A Pakhteev A Stepanov |
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Institution: | 1. Immanuel Kant Baltic Federal University, A. Nevskogo 14, Kaliningrad, Russiamir123i3@gmail.com;3. Immanuel Kant Baltic Federal University, A. Nevskogo 14, Kaliningrad, Russia |
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Abstract: | ABSTRACTIn the present paper, we discuss algorithms of record generation when records are taken from a normal population. We propose three new generation algorithms, compare their efficiency and find the most efficient algorithm (Algorithm 2.1). We then compare these algorithms with known generation algorithms presented in the work of Balakrishnan, So, and Zhu (2016 Balakrishnan, N., H. Y. So, and X. J. Zhu. 2016. On Box-Muller transformation and simulation of normal record data. Communication in Statistics – Simulation and Computations 45(10):3670–82.Taylor & Francis Online], Web of Science ®] , Google Scholar]). |
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Keywords: | Elapsed time Generation techniques Inverse-transform method Normal distribution Records Rejection method Variance-covariance matrix |
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