Generating correlated random vector involving discrete variables (Q2979941): Difference between revisions

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Revision as of 20:14, 19 March 2024

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Generating correlated random vector involving discrete variables
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    Generating correlated random vector involving discrete variables (English)
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    27 April 2017
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    correlation
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    discrete distribution
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    Gaussian copula
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    NORTA algorithm
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    quasi Monte Carlo
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    numerical example
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    false position method
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