Title :
A note on the construction of a multivariate normal sample
fDate :
6/1/1957 12:00:00 AM
Abstract :
This note points out the superfluity of a method of Stein and Storer for constructing a multivariate normal sample, and suggests a simple alternative.
Keywords :
Covariance matrix; Gaussian distribution; Random variables; Stochastic processes; Vectors;
Journal_Title :
Information Theory, IRE Transactions on
DOI :
10.1109/TIT.1957.1057410
