Simulating multivariate distributions with specific correlations

DOI10.1080/00949650310001626161MaRDI QIDQ4818624zbMATH OpenOpenAlexFDO

Authors Abu T. M. Minhajuddin, Ian R. Harris, William R. Schucany

Publication date 29 September 2004

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949650310001626161

zbMATH Keywords

Beta distributionConjugate priorDependentExchangeableGamma distributionGenerating random variablesJoint distributionMixture method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

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