A theorem on the density of the density ordinate and an alternative interpretation of the bqx-muller method
Marvin D. Troutt · Statistics · 1991
This paper obtains a theorem about the density of the density ordinate when the latter is regarded as a random variable in its own right. The theorem is used to provide an alternative interpretation of the BOX-MULLER simulation method which extends also to an alternative method for simulating from the LAPLACE density