An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation
type: Item
instance of: scholarly article
title: An algorithm for generating positively correlated beta-distributed random variables with known marginal distributions and a specified correlation
zbMATH Open document ID: 1429.62026
DOI: 10.1016/S0167-9473(03)00169-5
author: Steen Magnussen
published in: Computational Statistics and Data Analysis
publication date: 2008-11-26T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 65C10
zbMATH DE Number: 5374012
zbMATH Keywords: expected variance
zbMATH Keywords: expected covariance
zbMATH Keywords: standard gamma distribution
describes a project that uses: bootstrap
MaRDI profile type: Publication
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cites work: Simple methods for computer generation of bivariate beta random variables
cites work: The Mixture Approach for Simulating Bivariate Distributions With Specified Correlations
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description: scientific article; zbMATH DE number 5374012