An algorithm to generate samples of multi-variate distributions with correlated marginals. (Q1129100)
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scientific article; zbMATH DE number 1190209
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| English | An algorithm to generate samples of multi-variate distributions with correlated marginals. |
scientific article; zbMATH DE number 1190209 |
Statements
An algorithm to generate samples of multi-variate distributions with correlated marginals. (English)
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13 August 1998
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Correlated random samples
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Dependencies
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Multi-variate non-Gaussian distribution
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Monte-Carlo simulation
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0.8300455212593079
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0.8037821650505066
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0.7971023917198181
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0.79594486951828
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0.7922223806381226
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