مرکز منطقه ای اطلاع رساني علوم و فناوري - An algorithm for generating positively correlated Beta-distributed random variables with known marginal distributions and a specified correlation

Title of article :

An algorithm for generating positively correlated Beta-distributed random variables with known marginal distributions and a specified correlation

Author/Authors :

Steen Magnussen، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2004

Pages :

From page :

397

To page :

406

Keywords :

Expected variance , Standard Gamma distribution , Expected covariance

Journal title :

Computational Statistics and Data Analysis

Serial Year :

2004

Journal title :

Computational Statistics and Data Analysis

Record number :

307799

Link To Document :