Approximate bivariate gamma generator with prespecified correlation and different marginal shapes

DOI10.1145/1391978.1391982MaRDI QIDQ4565406zbMATH OpenOpenAlexFDO

Authors Simon Rosenfeld

Publication date 12 June 2018

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/1391978.1391982

zbMATH Keywords

bivariate gamma distributioncorrelation coefficientdietary assessmentrandom sampling

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to numerical analysis (65-04) Random number generation in numerical analysis (65C10)

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Cited in

(5)

• On the convergence of bivariate order statistics: almost sure convergence and convergence rate
• Stochastic simulation of bivariate gamma distribution: a frequency-factor based approach
• Simulation of multivariate gamma data with exponential marginals for independent clusters
• A composition-alias method for generating gamma variates with shape parameter greater than 1
• An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation

Describes a project that uses

Uses Software

• S-PLUS

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