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Multivariate Distributions

In: Non-Uniform Random Variate Generation

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  • Luc Devroye

    (McGill University, School of Computer Science)

Abstract

In section V.4, we have discussed in great detail how one can efficiently generate random vectors in R d with radially symmetric distributions. Included in that section were methods for generating random vectors uniformly distributed in and on the unit sphere C d of R d .

Suggested Citation

  • Luc Devroye, 1986. "Multivariate Distributions," Springer Books, in: Non-Uniform Random Variate Generation, chapter 0, pages 554-610, Springer.
    • Handle: RePEc:spr:sprchp:978-1-4613-8643-8_11
    DOI: 10.1007/978-1-4613-8643-8_11
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