Since the normal distribution occurs frequently in economic and financial modeling, one often needs a method to transform low-discrepancy sequences from the uniform distribution to the normal distribution. Two
Box-Muller methodstandard normal distributionIn recent papers a concept called vertical density representation was derived from the well-known Box-Muller method for generating normally distributed deviates. In this paper we show that this method may be regarded as one particular solution to a density ...
Box Muller method p(x) Figure 1: Box Muller method; random variable x is asymptotically distributed on N(0, 1). In this informal note, we discuss normal gaussian ran- dom variable x ∼ N(0, 1) 1 using stochastic variables on uniform distribution in [0, 1]. At first step, we ...
We only know some papers discussing the quality of the Box-Muller method (for example =-=[16]-=- and [1]) and the recent papers [3], [5] and [4]. In the current paper we investigate the one-dimensional distribution of the ratio of uniforms method for the case that a linear ...
simple, easy to implement numerical method for generating random deviates from a q- Gaussian distribution based upon a generalization of the well known Box-Müller method. Our method is suitable for a larger range of q values, 3 q −∞ < < , than has previously ...
I have been using the MKL version of the Box-Muller method for some Monte Carlo Analysis. If you read the Muller paper and it is quite interesting, he talks about the issues with the method, in some detail. I found a simple implementation of the method from Japan. Muller notes the ...
The oral administration of Car-NPs was expected to improve the bioavailability, and intravenous administration was hopeful to enhance the drug distribution in tumors on basis on the well-known EPR effect. Key words: cardamonin; nanosuspensions; Box-Behnken response surface design method; stability; ...
Brain activity pattern recognition from EEG or MEG signal analysis is one of the most important method in cognitive neuroscience. The supFunSim library is
This method is a new tool for analyzing the larger picture. It is able to record the frequency at which the organism is functioning, giving us a sense of its 123 162 perception of the surrounding waters, and can also illustrate the control and refined intricacies of the feeding apparatus ...
14. Berner R, Furll B, Stelter F, Drose J, Muller HP, Schutt C: Elevated levels of lipopolysaccharide-binding protein and soluble CD14 in plasma in neonatal early-onset sepsis. Clin Diagn Lab Immunol 2002, 9:440-445. 15. Ubenauf KM, Krueger M, Henneke P, Berner R: Lipopolysaccharide...