Generating statistically dependent pairs of random variables: A marginal distribution approach

DOI10.1016/0377-2217(92)90304-RzbMath0757.65003MaRDI QIDQ1197959

Richard A. Grimlund

Publication date: 16 January 1993

Published in: European Journal of Operational Research (Search for Journal in Brave)

zbMATH Keywords

Monte Carlo simulationsmarginal distributionsproduct moment correlationquadaratic regressionrandom variables generation

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Random number generation in numerical analysis (65C10) Paired and multiple comparisons; multiple testing (62J15)

Cites Work

• On stochastic mangement modeling with dependent variables
• Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
• Dealing with Dependence in Risk Simulations
• On Handling Dependent Random Variables in Risk Analysis
• A Simple Technique for the Generation of Correlated Random Number Sequences
• Bivariate Gamma Random Vectors
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