An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation (Q956936): Difference between revisions
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation |
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An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation (English)
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26 November 2008
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expected variance
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expected covariance
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standard gamma distribution
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