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From: naba@eneevax.UUCP (Nabajyoti Barkakati)
Newsgroups: net.math.stat
Subject: Random vector generation, given the joint distribution function
Message-ID: <444@eneevax.UUCP>
Date: Fri, 6-Dec-85 09:29:23 EST
Article-I.D.: eneevax.444
Posted: Fri Dec  6 09:29:23 1985
Date-Received: Sun, 8-Dec-85 03:22:36 EST
Distribution: net
Organization: U of Maryland, EE Dept., College Park, MD
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I need to generate some random vectors, given the joint distribution function
of the components. I am familiar with the usual scalar random number
generators, but haven't been able to find anything on the multivariate case.

I would appreciate it very much if anyone on the net could help me with some
references on this topic, preferably one with algorithms to generate random
vectors.

Thanks.
                        -- Naba Barkakati
          UUCP: {seismo, allegra}!umcp-cs!eneevax!naba
        BITNET: naba%eneevax.ee.umd.edu@UMD2
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