A Further VDR-type Density Representation Based on the Box-muller Method

Abstract

In recent papers a concept called vertical density representation was derived from the well-known Box-Muller method for generating normally distributed deviates. In this paper we show that this method may be regarded as one particular solution to a density composition equation. We then derive a second such solution. We also illustrate an extension of the method to certain normal-like densities.

Keywords:

• Vertical density representation
• Box-Muller method
• standard normal distribution