Generating correlated random variables for a simulation model

DOI10.1057/PALGRAVE.JORS.2600681zbMATH Open1054.91550OpenAlexW2040769330MaRDI QIDQ3157310

Danny C. Myers, Arthur B. Yeh

Publication date: 13 January 2005

Published in: The Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2600681

zbMATH Keywords

simulationdependent random variables

Mathematics Subject Classification ID

Production theory, theory of the firm (91B38) Consumer behavior, demand theory (91B42)

Related Items (1)

Simulating multivariate distributions with specific correlations

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