Generating random deviates from multivariate Pearson distributions

DOI10.1016/0167-9473(90)90110-4zbMath0825.62475OpenAlexW2039145708WikidataQ126296227 ScholiaQ126296227MaRDI QIDQ1896126

Rudolph S. Parrish

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90110-4

zbMATH Keywords

random number generationmultivariate distributionsPearson distributionsnested-conditional factorization

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random number generation in numerical analysis (65C10)

Related Items (5)

Large eddy simulation of a turbulent flame using tabulated chemistry with a novel multivariate PDF ⋮ Reliability analysis of hydraulic structures considering unit hydrograph uncertainty ⋮ Generating multivariate correlated samples ⋮ Imputing continuous data under some non‐Gaussian distributions ⋮ A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix

Cites Work

• A Third Classified Bibliography on Random Number Generation and Testing
• Evaluation and approximation of multivariate cumulative joint probabilities
• The Computer Generation of Bivariate Discrete Random Variables
• Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
• A Simple Scheme for Generating Multivariate Gamma Distributions with Non-Negative Covariance Matrix
• A comparison of multivariate normal generators
• On the Generation of Normal Random Vectors
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