Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution (Q2484355)
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scientific article; zbMATH DE number 2189349
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| English | Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution |
scientific article; zbMATH DE number 2189349 |
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Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution (English)
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1 August 2005
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Simulation
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Multivariate generation
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Correlated random variates
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0.7709064483642578
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0.7708049416542053
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