An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation (Q956936)
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scientific article; zbMATH DE number 5374012
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| English | An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation |
scientific article; zbMATH DE number 5374012 |
Statements
An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation (English)
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26 November 2008
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expected variance
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expected covariance
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standard gamma distribution
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0.88519853
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0.8820081
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0.8601644
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0.8590548
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0.8523859
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0.8488011
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