Title of article
Correlated random sampling for multivariate normal and log-normal distributions
Author/Authors
?erovnik، نويسنده , , Ga?per and Trkov، نويسنده , , Andrej and Kodeli، نويسنده , , Ivan A.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2012
Pages
4
From page
75
To page
78
Abstract
A method for correlated random sampling is presented. Representative samples for multivariate normal or log-normal distribution can be produced. Furthermore, any combination of normally and log-normally distributed correlated variables may be sampled to any requested accuracy. Possible applications of the method include sampling of resonance parameters which are used for reactor calculations.
Keywords
Random correlated sampling , Multivariate probability distributions , Normal distribution , Log-normal Distribution , Resonance parameters
Journal title
Nuclear Instruments and Methods in Physics Research Section A
Serial Year
2012
Journal title
Nuclear Instruments and Methods in Physics Research Section A
Record number
2206294
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