Normal (Gaussian) random variables for supercomputers.
George MarsagliaPublished in: J. Supercomput. (1991)
Keyphrases
- random variables
- normal distribution
- independent and identically distributed
- marginal distributions
- graphical models
- probability distribution
- probability density
- statistically independent
- joint distribution
- stochastic optimization problems
- distribution function
- directed acyclic graph
- conditional independence
- latent variables
- bayesian networks
- maximum likelihood
- conditional distribution
- conditionally independent
- lead time
- identically distributed
- gaussian model
- conditional probabilities
- gaussian mixture model
- random vectors