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 ,
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 :
Normal distribution , Multivariate probability distributions , Random correlated sampling , Resonance parameters , Log-normal Distribution
Journal title :
Astroparticle Physics
