Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions. (Q1852884)
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scientific article; zbMATH DE number 1856183
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| English | Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions. |
scientific article; zbMATH DE number 1856183 |
Statements
Fast fifth-order polynomial transforms for generating univariate and multivariate nonnormal distributions. (English)
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21 January 2003
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Correlated data
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Cumulants
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Moments
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Nonnormal distributions
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Simulation
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0.8357182741165161
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0.8222307562828064
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0.7852554321289062
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