Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution (Q2484355)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution
scientific article

    Statements

    Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution (English)
    0 references
    0 references
    1 August 2005
    0 references
    0 references
    Simulation
    0 references
    Multivariate generation
    0 references
    Correlated random variates
    0 references
    0 references