Generating random deviates from multivariate Pearson distributions
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Publication:1896126
DOI10.1016/0167-9473(90)90110-4zbMath0825.62475OpenAlexW2039145708WikidataQ126296227 ScholiaQ126296227MaRDI QIDQ1896126
Publication date: 17 August 1995
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-9473(90)90110-4
random number generationmultivariate distributionsPearson distributionsnested-conditional factorization
Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)
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Cites Work
- A Third Classified Bibliography on Random Number Generation and Testing
- Evaluation and approximation of multivariate cumulative joint probabilities
- The Computer Generation of Bivariate Discrete Random Variables
- Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
- A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix
- A comparison of multivariate normal generators
- On the Generation of Normal Random Vectors
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