مرکز منطقه ای اطلاع رساني علوم و فناوري - Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution

Title of article :

Using the sum-of-uniforms method to generate correlated random variates with certain marginal distribution

Author/Authors :

Jung-Tai Chen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2005

Pages :

From page :

226

To page :

242

Keywords :

Multivariate generation , Simulation , Correlated random variates

Journal title :

European Journal of Operational Research

Serial Year :

2005

Journal title :

European Journal of Operational Research

Record number :

215597

Link To Document :