Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
From MaRDI portal
Publication:4066475
DOI10.1109/TSMC.1975.5408380zbMath0308.65004OpenAlexW2014537658MaRDI QIDQ4066475
Joseph L. Hammond, Shing Ted Li
Publication date: 1975
Published in: IEEE Transactions on Systems, Man, and Cybernetics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsmc.1975.5408380
Related Items (23)
Large eddy simulation of a turbulent flame using tabulated chemistry with a novel multivariate PDF ⋮ Generating random deviates from multivariate Pearson distributions ⋮ Multivariate Mixtures of Normal Distributions: Properties, Random Vector Generation, Fitting, and as Models of Market Daily Changes ⋮ Generating multivariate correlated samples ⋮ An algorithm to generate samples of multi-variate distributions with correlated marginals. ⋮ Multivariate Distributions with Fixed Marginals and Correlations ⋮ Quasi-beta longitudinal regression model applied to water quality index data ⋮ Covariance model simulation using regular vines ⋮ Transforming Gaussian correlations. Applications to generating long-range power-law correlated time series with arbitrary distribution ⋮ Normal correlation coefficient of non-normal variables using piece-wise linear approximation ⋮ Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models ⋮ Generating statistically dependent pairs of random variables: A marginal distribution approach ⋮ A normal copula model for the arrival process in a call center ⋮ A heuristic approach for the generation of multivariate random samples with specified marginal distributions and correlation matrix ⋮ NORTA for portfolio credit risk ⋮ A matching algorithm for generation of statistically dependent random variables with arbitrary marginals ⋮ The Combined Model: A Tool for Simulating Correlated Counts with Overdispersion ⋮ A coupled model for train-track-bridge stochastic analysis with consideration of spatial variation and temporal evolution ⋮ Generating pseudo-random time series with specified marginal distributions ⋮ Multi-variate time-series simulation ⋮ Generation of random sequences with jointly specified probability density and autocorrelation functions ⋮ Case studies in multivariate-to-anything transforms for partially specified random vector gener\-a\-tion ⋮ A supplement to sowey's bibliography on random number generation and related topics
This page was built for publication: Generation of Pseudorandom Numbers with Specified Univariate Distributions and Correlation Coefficients
