Generating correlated random variables for a simulation model

DOI10.1057/PALGRAVE.JORS.2600681MaRDI QIDQ3157310zbMATH OpenOpenAlexFDO

Authors Danny C. Myers, Arthur B. Yeh

Publication date 13 January 2005

Published in The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1057/palgrave.jors.2600681

zbMATH Keywords

dependent random variablessimulation

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Consumer behavior, demand theory (91B42)

Recommendations

• A matching algorithm for generation of statistically dependent random variables with arbitrary marginals
• scientific article; zbMATH DE number 4109918
• Miscellanea. A note on generating correlated binary variables
• scientific article; zbMATH DE number 5070674
• Noninverse correlation induction: Guidelines for algorithm development

Cited in

(2)

• Simulating multivariate distributions with specific correlations
• Simulation optimization and correlation with multi stage Monte Carlo optimization

This page was built for publication: Generating correlated random variables for a simulation model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3157310)