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On simulating exchangeable sub-Gaussian random vectors


  • Mohammadpour, Adel
  • Soltani, A. Reza


Certain characterizations for an exchangeable sub-Gaussian random vector are given and a method together with an S-PLUS function for simulating such a vector are introduced. Simulated values are used to plot contours of their empirical density.

Suggested Citation

  • Mohammadpour, Adel & Soltani, A. Reza, 2004. "On simulating exchangeable sub-Gaussian random vectors," Statistics & Probability Letters, Elsevier, vol. 69(1), pages 29-36, August.
  • Handle: RePEc:eee:stapro:v:69:y:2004:i:1:p:29-36

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    References listed on IDEAS

    1. Scarsini, Marco & Verdicchio, Lorenzo, 1993. "On the extendibility of partially exchangeable random vectors," Statistics & Probability Letters, Elsevier, vol. 16(1), pages 43-46, January.
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