A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method |
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| Authors: | Marvin D Troutt |
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| Affiliation: | Department of Management , Southern Illinois University , Carbondale, Illinois, 62901, 211 A Rehn Hall |
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| Abstract: | This paper obtains a theorem about the density of the density ordinate when the latter is regarded as a random variable in its own right. The theorem is used to provide an alternative interpretation of the BOX-MULLER simulation method which extends also to an alternative method for simulating from the LAPLACE density |
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| Keywords: | Simulatin methods distribution theory Box-MULLER metod LAPLACE(double exponential) density |
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