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An improved exact sampling algorithm for the standard normal distribution.

Yusong DuBaoying FanBaodian Wei
Published in: Comput. Stat. (2022)
Keyphrases
  • normal distribution
  • sampling algorithm
  • random sampling
  • standard deviation
  • random variables
  • covariance matrix
  • probability distribution
  • image processing
  • probability density function
  • markov chain monte carlo