Title of article
Simulation of random vectors with given moments
Author/Authors
Poirion، نويسنده , , F.، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2001
Pages
6
From page
115
To page
120
Abstract
We extend in this article the simulation method of scalar random variables with given moments, which was developed initially by Devroye, to n-dimensional random vectors. Using the conditional distribution approach, we show that the vector simulation problem can be reduced to simulate scalar random variables with given moments, which are solutions of given linear systems.
Keywords
Scalar random variables , Random vectors , Vector simulation problem
Journal title
Probabilistic Engineering Mechanics
Serial Year
2001
Journal title
Probabilistic Engineering Mechanics
Record number
1567208
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